FixedCouponBond Class Reference
[Financial instruments]

#include <ql/Instruments/fixedcouponbond.hpp>

Inheritance diagram for FixedCouponBond:

Inheritance graph
[legend]
List of all members.

Detailed Description

fixed-coupon bond

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


Public Member Functions

 FixedCouponBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, 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, bool longFinal=false)


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