QuantLib_CallableFixedRateBond (3) - Linux Manuals

QuantLib_CallableFixedRateBond: callable/puttable fixed rate bond


QuantLib::CallableFixedRateBond - callable/puttable fixed rate bond


#include <ql/experimental/callablebonds/callablebond.hpp>

Inherits QuantLib::CallableBond.

Inherited by CallableZeroCouponBond.

Public Member Functions

CallableFixedRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule())

virtual void setupArguments (PricingEngine::arguments *args) const

Detailed Description

callable/puttable fixed rate bond

Callable fixed rate bond class.

Example: CallableBonds.cpp



Member Function Documentation

virtual void setupArguments (PricingEngine::arguments *) const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from CallableBond.


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