FloatingRateBond Class Reference
[Financial instruments]

#include <ql/Instruments/floatingratebond.hpp>

Inheritance diagram for FloatingRateBond:

Inheritance graph
[legend]
List of all members.

Detailed Description

floating-rate bond

Tests:
calculations are tested by checking results against cached values.


Public Member Functions

 FloatingRateBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const boost::shared_ptr< Xibor > &index, Integer fixingDays, const std::vector< Spread > &spreads, Frequency couponFrequency, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention convention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true)


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen