FixedRateBond (3) Linux Manual Page
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.