- 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, | ||
| 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() | ||
| ) | 
simple annual compounding coupon rates with internal schedule calculation