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QuantLib_AmortizingFixedRateBond
Langue: en
Version: 381890 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::AmortizingFixedRateBond -amortizing fixed-rate bond
SYNOPSIS
#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp>
Inherits QuantLib::Bond.
Public Member Functions
AmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > ¬ionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date())
AmortizingFixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const Period &bondTenor, const Frequency &sinkingFrequency, const Rate coupon, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date())
Frequency frequency () const
const DayCounter & dayCounter () const
Protected Attributes
Frequency frequency_
DayCounter dayCounter_
Detailed Description
amortizing fixed-rate bond
Constructor & Destructor Documentation
AmortizingFixedRateBond (Natural settlementDays, const Calendar & calendar, Real faceAmount, const Date & startDate, const Period & bondTenor, const Frequency & sinkingFrequency, const Rate coupon, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, const Date & issueDate = Date())Automatically generates a set of equal coupons, with an amortizing bond. The coupons are equal and the accrual daycount is only used for quoting/settlement purposes - not for calculating the coupons.
Author
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