cleanPriceFromIRR (3) Linux Manual Page

QuantLib::AmortizingFixedRateBond – amortizing fixed-rate bond

Synopsis

#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp>

Inherits QuantLib::Bond.

Public Member Functions

AmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > &notionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const std::vector< Real > &redemption=std::vector< Real >(1, 100.0), const Date &issueDate=Date())

AmortizingFixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const Period &bondTenor, const Frequency &sinkingFrequency, const Rate coupon, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date())

Real IRR () const

Real cleanPriceFromIRR (Real irr) const

Frequency frequency () const

const DayCounter & dayCounter () const

Protected Attributes

Frequency frequency_

DayCounter dayCounter_

Detailed Description

amortizing fixed-rate bond

Constructor & Destructor Documentation

AmortizingFixedRateBond (Natural settlementDays, const Calendar & calendar, Real faceAmount, const Date & startDate, const Period & bondTenor, const Frequency & sinkingFrequency, const Rate coupon, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, const Date & issueDate = Date())

Automatically generates a set of equal coupons, with an amortizing bond. The coupons are equal and the accrual daycount is only used for quoting/settlement purposes – not for calculating the coupons.

Author

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