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

Detailed Description
fixed-rate bond
- Tests:
- calculations are tested by checking results against cached values.
- Examples:
Public Member Functions | |
FixedRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) | |
FixedRateBond (Natural settlementDays, Real faceAmount, const Date &startDate, const Date &maturityDate, Frequency couponFrequency, const Calendar &calendar, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stubDate=Date(), bool fromEnd=true) |