QuantLib_FixedRateBond (3) - Linux Man Pages

QuantLib_FixedRateBond: fixed-rate bond

NAME

QuantLib::FixedRateBond - fixed-rate bond

SYNOPSIS


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

Inherits QuantLib::Bond.

Public Member Functions


FixedRateBond (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())

FixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const Date &maturityDate, const Period &tenor, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Date &stubDate=Date(), DateGeneration::Rule rule=DateGeneration::Backward, bool endOfMonth=false)

Frequency frequency () const

const DayCounter & dayCounter () const

Protected Attributes


Frequency frequency_

DayCounter dayCounter_

Detailed Description

fixed-rate bond

Tests

calculations are tested by checking results against cached values.

Examples:

Bonds.cpp, and Repo.cpp.

Author

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