FixedRateBond Class Reference
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(), const Calendar &paymentCalendar=Calendar()) | |
simple annual compounding coupon rates | |
FixedRateBond (Natural settlementDays, const Calendar &couponCalendar, 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, const Calendar &paymentCalendar=Calendar()) | |
FixedRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< InterestRate > &coupons, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar()) | |
generic compounding and frequency InterestRate coupons | |
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.
Constructor & Destructor Documentation
FixedRateBond | ( | Natural | settlementDays, |
const Calendar & | couponCalendar, | ||
Real | faceAmount, | ||
const Date & | startDate, | ||
const Date & | maturityDate, | ||
const Period & | tenor, | ||
const std::vector< Rate > & | coupons, | ||
const DayCounter & | accrualDayCounter, | ||
BusinessDayConvention | accrualConvention = Following , |
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BusinessDayConvention | paymentConvention = Following , |
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Real | redemption = 100.0 , |
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const Date & | issueDate = Date() , |
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const Date & | stubDate = Date() , |
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DateGeneration::Rule | rule = DateGeneration::Backward , |
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bool | endOfMonth = false , |
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const Calendar & | paymentCalendar = Calendar() |
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) |
simple annual compounding coupon rates with internal schedule calculation