QuantLib_CallableZeroCouponBond (3) Linux Manual Page

QuantLib::CallableZeroCouponBond – callable/puttable zero coupon bond

Synopsis

#include <ql/experimental/callablebonds/callablebond.hpp>

Inherits QuantLib::CallableFixedRateBond.

Public Member Functions

CallableZeroCouponBond (Natural settlementDays, Real faceAmount, const Calendar &calendar, const Date &maturityDate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule())

Detailed Description

callable/puttable zero coupon bond

Callable zero coupon bond class.

Author

Generated automatically by Doxygen for QuantLib from the source code.