FixedRateBond Class Reference
[Financial instruments]
fixed-rate bond
More...
#include <ql/instruments/bonds/fixedratebond.hpp>
Inheritance diagram for FixedRateBond:

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()) | |
FixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const Date &maturityDate, const Period &tenor, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Date &stubDate=Date(), DateGeneration::Rule rule=DateGeneration::Backward, bool endOfMonth=false) | |
Frequency | frequency () const |
const DayCounter & | dayCounter () const |
Protected Attributes | |
Frequency | frequency_ |
DayCounter | dayCounter_ |
Detailed Description
fixed-rate bond
- Tests:
- calculations are tested by checking results against cached values.