AmortizingFixedRateBond Class Reference

amortizing fixed-rate bond More...

#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp>

Inheritance diagram for AmortizingFixedRateBond:

List of all members.

Public Member Functions
	AmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > &notionals, 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_

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Detailed Description

amortizing fixed-rate bond

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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.