QuantLib::AmortizingFloatingRateBond – amortizing floating-rate bond (possibly capped and/or floored)
Synopsis
#include <ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp>
Inherits QuantLib::Bond.
Public Member Functions
AmortizingFloatingRateBond (
Natural settlementDays, const std::vector<
Real > ¬ional, const
Schedule &schedule, const boost::shared_ptr<
IborIndex > &index, const
DayCounter &accrualDayCounter,
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, const std::vector<
Real > &redemptions=std::vector<
Real >(1, 100.0), const
Date &issueDate=
Date())
Detailed Description
amortizing floating-rate bond (possibly capped and/or floored)
Author
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