AmortizingFixedRateBond Class Reference
amortizing fixed-rate bond More...
#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp>
Inheritance diagram for AmortizingFixedRateBond:

Public Member Functions | |
AmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > ¬ionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const std::vector< Real > &redemption=std::vector< Real >(1, 100.0), const Date &issueDate=Date()) | |
AmortizingFixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const Period &bondTenor, const Frequency &sinkingFrequency, const Rate coupon, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date()) | |
Real | IRR () const |
Real | cleanPriceFromIRR (Real irr) const |
Frequency | frequency () const |
const DayCounter & | dayCounter () const |
Protected Attributes | |
Frequency | frequency_ |
DayCounter | dayCounter_ |
Detailed Description
amortizing fixed-rate bondConstructor & Destructor Documentation
AmortizingFixedRateBond | ( | Natural | settlementDays, | |
const Calendar & | calendar, | |||
Real | faceAmount, | |||
const Date & | startDate, | |||
const Period & | bondTenor, | |||
const Frequency & | sinkingFrequency, | |||
const Rate | coupon, | |||
const DayCounter & | accrualDayCounter, | |||
BusinessDayConvention | paymentConvention = Following , |
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const Date & | issueDate = Date() | |||
) |
Automatically generates a set of equal coupons, with an amortizing bond. The coupons are equal and the accrual daycount is only used for quoting/settlement purposes - not for calculating the coupons.