#include <ql/Instruments/bond.hpp>
Inheritance diagram for Bond:
[legend]List of all members.
Detailed Description
Base bond class.
Derived classes must fill the unitialized data members.
- Warning:
- Most methods assume that the cashflows are stored sorted by date
- Tests:
- a) price/yield calculations are cross-checked for consistency.
b) price/yield calculations are checked against known good values.
Member Function Documentation
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clean price given a yield and settlement date
The default bond settlement is used if no date is given. |
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dirty price given a yield and settlement date
The default bond settlement is used if no date is given. |
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yield given a (clean) price and settlement date
The default bond settlement is used if no date is given. |
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accrued amount at a given date
The default bond settlement is used if no date is given. |
void performCalculations |
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const [protected, virtual] |
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In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.
Reimplemented from Instrument. |
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