AmortizingFixedRateBond Class Reference

amortizing fixed-rate bond More...

#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp>

Inheritance diagram for AmortizingFixedRateBond:

List of all members.

Public Member Functions

 AmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > &notionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, 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())
Frequency frequency () const
const DayCounterdayCounter () const

Protected Attributes

Frequency frequency_
DayCounter dayCounter_


Detailed Description

amortizing fixed-rate bond

Constructor & 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,
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.