fixed-rate bond More...

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

Inheritance diagram for FixedRateBond:

List of all members.

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 DayCounterdayCounter () const

Protected Attributes

Frequency frequency_
DayCounter dayCounter_

Detailed Description

fixed-rate bond

Tests:
calculations are tested by checking results against cached values.
Examples:

Bonds.cpp, and Repo.cpp.


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,
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() 
)

simple annual compounding coupon rates with internal schedule calculation