QuantLib_FloatingRateBond man page

FloatingRateBond — floating-rate bond (possibly capped and/or floored)

Synopsis

#include <ql/instruments/bonds/floatingratebond.hpp>

Inherits Bond.

Inherited by CCTEU.

Public Member Functions

FloatingRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const boost::shared_ptr< IborIndex > &iborIndex, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, Real redemption=100.0, const Date &issueDate=Date())

FloatingRateBond (Natural settlementDays, Real faceAmount, const Date &startDate, const Date &maturityDate, Frequency couponFrequency, const Calendar &calendar, const boost::shared_ptr< IborIndex > &iborIndex, const DayCounter &accrualDayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, Real redemption=100.0, const Date &issueDate=Date(), const Date &stubDate=Date(), DateGeneration::Rule rule=DateGeneration::Backward, bool endOfMonth=false)

Additional Inherited Members

Detailed Description

floating-rate bond (possibly capped and/or floored)

Tests

calculations are tested by checking results against cached values.

Examples: Bonds.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FloatingRateBond(3) is an alias of QuantLib_FloatingRateBond(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib