- QuantLib
- AmortizingFixedRateBond
 
amortizing fixed-rate bond More...
#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp>

| 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_ | 
amortizing fixed-rate bond
| 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.