CmsRateBond Class Reference
[Financial instruments]
#include <ql/instruments/cmsratebond.hpp>
Inheritance diagram for CmsRateBond:

Detailed Description
CMS-rate bond.
- Tests:
- calculations are tested by checking results against cached values.
Public Member Functions | |
CmsRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, Real redemption=100.0, const Date &issueDate=Date(), const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) |