FixedCouponBond Class Reference
[Financial instruments]
#include <ql/Instruments/fixedcouponbond.hpp>
Inheritance diagram for FixedCouponBond:

Detailed Description
fixed-coupon bond
- Tests:
- calculations are tested by checking results against cached values.
- Examples:
Public Member Functions | |
| FixedCouponBond (Real faceAmount, const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency couponFrequency, const Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true, bool longFinal=false) | |
| FixedCouponBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency couponFrequency, const Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true, bool longFinal=false) | |
Constructor & Destructor Documentation
| FixedCouponBond | ( | const Date & | issueDate, | |
| const Date & | datedDate, | |||
| const Date & | maturityDate, | |||
| Integer | settlementDays, | |||
| const std::vector< Rate > & | coupons, | |||
| Frequency | couponFrequency, | |||
| const Calendar & | calendar, | |||
| const DayCounter & | dayCounter, | |||
| BusinessDayConvention | accrualConvention = Following, |
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| BusinessDayConvention | paymentConvention = Following, |
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| Real | redemption = 100.0, |
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| const Handle< YieldTermStructure > & | discountCurve = Handle< YieldTermStructure >(), |
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| const Date & | stub = Date(), |
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| bool | fromEnd = true, |
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| bool | longFinal = false | |||
| ) |
- Deprecated:
- use constructor with face amount instead