QuantLib_FixedRateBondHelper man page

FixedRateBondHelper — Fixed-coupon bond helper for curve bootstrap.  


#include <ql/termstructures/yield/bondhelpers.hpp>

Inherits BondHelper.

Public Member Functions

FixedRateBondHelper (const Handle< Quote > &price, Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &dayCounter, BusinessDayConvention paymentConv=Following, Real redemption=100.0, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), const BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, const bool useCleanPrice=true)

Additional inspectors

boost::shared_ptr< FixedRateBond > fixedRateBond () const


void accept (AcyclicVisitor &)

Protected Attributes

boost::shared_ptr< FixedRateBond > fixedRateBond_

Additional Inherited Members

Detailed Description

Fixed-coupon bond helper for curve bootstrap.

Examples: Bonds.cpp, and FittedBondCurve.cpp.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages fixedRateBond(3), fixedRateBond_(3) and FixedRateBondHelper(3) are aliases of QuantLib_FixedRateBondHelper(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib