- QuantLib
- FixedRateBond
fixed-rate bond More...
#include <ql/instruments/bonds/fixedratebond.hpp>

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_ |
fixed-rate bond
| 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