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QuantLib_AmortizingFloatingRateBond
Langue: en
Version: 375669 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::AmortizingFloatingRateBond -amortizing floating-rate bond (possibly capped and/or floored)
SYNOPSIS
#include <ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp>
Inherits QuantLib::Bond.
Public Member Functions
AmortizingFloatingRateBond (Natural settlementDays, const std::vector< Real > ¬ional, const Schedule &schedule, const boost::shared_ptr< IborIndex > &index, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, const Date &issueDate=Date())
Detailed Description
amortizing floating-rate bond (possibly capped and/or floored)
Author
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