QuantLib_CmsRateBond (3) - Linux Man Pages

QuantLib_CmsRateBond: CMS-rate bond.

NAME

QuantLib::CmsRateBond - CMS-rate bond.

SYNOPSIS


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

Inherits QuantLib::Bond.

Public Member Functions


CmsRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index, const DayCounter &paymentDayCounter, 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())

Detailed Description

CMS-rate bond.

Tests

calculations are tested by checking results against cached values.

Author

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