FloatingRateBond Class Reference
[Financial instruments]

#include <ql/Instruments/floatingratebond.hpp>

Inheritance diagram for FloatingRateBond:

Inheritance graph
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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)
 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 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)


Constructor & Destructor Documentation

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 = HandleYieldTermStructure >(),
const Date stub = Date(),
bool  fromEnd = true
 

Deprecated:
use the other constructor