QuantLib 0.3.9
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Reference manual
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#include <ql/Instruments/fixedcouponbond.hpp>
Inheritance diagram for FixedCouponBond:
[legend]List of all members.
Detailed Description
fixed-coupon bond
- Tests:
- calculations are tested by checking results against cached values.
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Public Member Functions |
| FixedCouponBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, Rate coupon, Frequency couponFrequency, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention convention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) |
| 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) |
Constructor & Destructor Documentation
FixedCouponBond |
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const Date & |
issueDate, |
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const Date & |
datedDate, |
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const Date & |
maturityDate, |
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Integer |
settlementDays, |
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Rate |
coupon, |
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Frequency |
couponFrequency, |
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const DayCounter & |
dayCounter, |
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const Calendar & |
calendar, |
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BusinessDayConvention |
convention = Following , |
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Real |
redemption = 100.0 , |
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const Handle< YieldTermStructure > & |
discountCurve = Handle< YieldTermStructure >() |
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deprecated use the other constructor |
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