FixedCouponBond Class Reference
[Financial instruments]
#include <ql/Instruments/fixedcouponbond.hpp>
Inheritance diagram for FixedCouponBond:

Detailed Description
fixed-coupon bond
- Tests:
- calculations are tested by checking results against cached values.
- Examples:
Public Member Functions | |
FixedCouponBond (Real faceAmount, const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency couponFrequency, const Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true, bool longFinal=false) | |
FixedCouponBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency couponFrequency, const Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true, bool longFinal=false) |
Constructor & Destructor Documentation
FixedCouponBond | ( | const Date & | issueDate, | |
const Date & | datedDate, | |||
const Date & | maturityDate, | |||
Integer | settlementDays, | |||
const std::vector< Rate > & | coupons, | |||
Frequency | couponFrequency, | |||
const Calendar & | calendar, | |||
const DayCounter & | dayCounter, | |||
BusinessDayConvention | accrualConvention = Following , |
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BusinessDayConvention | paymentConvention = Following , |
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Real | redemption = 100.0 , |
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const Handle< YieldTermStructure > & | discountCurve = Handle< YieldTermStructure >() , |
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const Date & | stub = Date() , |
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bool | fromEnd = true , |
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bool | longFinal = false | |||
) |
- Deprecated:
- use constructor with face amount instead