Italian BTP (Buoni Poliennali del Tesoro) fixed rate bond. More...

#include <ql/instruments/bonds/btp.hpp>

Inheritance diagram for BTP:

List of all members.

Public Member Functions

 BTP (const Date &maturityDate, Rate fixedRate, Real redemption=100.0, const Date &startDate=Date(), const Date &issueDate=Date())
Rate yield (Real cleanPrice, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const
 BTP yield given a (clean) price and settlement date.

Detailed Description

Italian BTP (Buoni Poliennali del Tesoro) fixed rate bond.


Member Function Documentation

Rate yield ( Real  cleanPrice,
Date  settlementDate = Date(),
Real  accuracy = 1.0e-8,
Size  maxEvaluations = 100 
) const

BTP yield given a (clean) price and settlement date.

The default BTP conventions are used: Actual/Actual (ISMA), Compounded, Annual. The default bond settlement is used if no date is given.