QuantLib_CallableFixedRateBond (3) Linux Manual Page
QuantLib::CallableFixedRateBond – callable/puttable fixed rate bond
Synopsis
#include <ql/experimental/callablebonds/callablebond.hpp>Inherits QuantLib::CallableBond.
Inherited by CallableZeroCouponBond.
Public Member Functions
CallableFixedRateBond (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(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule())virtual void setupArguments (PricingEngine::arguments *args) const
Detailed Description
callable/puttable fixed rate bondCallable fixed rate bond class.
Example: CallableBonds.cpp
Examples:
CallableBonds.cpp.
Member Function Documentation
virtual void setupArguments (PricingEngine::arguments *) const [virtual]
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.Reimplemented from CallableBond.