QuantLibAddin::Bond Class Reference

#include <qlo/bonds.hpp>

Inheritance diagram for QuantLibAddin::Bond:

Collaboration diagram for QuantLibAddin::Bond:

Public Member Functions
const std::string &	description ()
std::string	currency ()
QuantLib::Real	redemptionAmount ()
QuantLib::Date	redemptionDate ()
void	setCouponPricer (const boost::shared_ptr< QuantLib::FloatingRateCouponPricer > &)
void	setCouponPricers (const std::vector< boost::shared_ptr< QuantLib::FloatingRateCouponPricer > > &)
std::vector< std::vector< ObjectHandler::property_t > >	flowAnalysis (const QuantLib::Date &d)
	Bond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &description, const QuantLib::Currency &currency, QuantLib::Natural settlementDays, const QuantLib::Calendar &calendar, QuantLib::Real faceAmount, const QuantLib::Date &maturityDate, const QuantLib::Date &issueDate, const QuantLib::Leg &leg, bool permanent)
Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Protected Member Functions
	Bond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &description, const QuantLib::Currency &currency, bool permanent)

Protected Attributes
std::string	description_
QuantLib::Currency	currency_
boost::shared_ptr< QuantLib::Bond >	qlBondObject_

Constructor & Destructor Documentation

Bond() [1/2]

QuantLibAddin::Bond::Bond	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	description,
		const QuantLib::Currency &	currency,
		QuantLib::Natural	settlementDays,
		const QuantLib::Calendar &	calendar,
		QuantLib::Real	faceAmount,
		const QuantLib::Date &	maturityDate,
		const QuantLib::Date &	issueDate,
		const QuantLib::Leg &	leg,
		bool	permanent
	)

Bond() [2/2]

QuantLibAddin::Bond::Bond ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties, const std::string &  description, const QuantLib::Currency &  currency, bool  permanent  )

protected

Member Function Documentation

currency()

std::string QuantLibAddin::Bond::currency ( )

inline

description()

const std::string& QuantLibAddin::Bond::description

(

)

flowAnalysis()

std::vector<std::vector<ObjectHandler::property_t> > QuantLibAddin::Bond::flowAnalysis

(

const QuantLib::Date &

d

)

redemptionAmount()

QuantLib::Real QuantLibAddin::Bond::redemptionAmount

(

)

redemptionDate()

QuantLib::Date QuantLibAddin::Bond::redemptionDate

(

)

setCouponPricer()

void QuantLibAddin::Bond::setCouponPricer

(

const boost::shared_ptr< QuantLib::FloatingRateCouponPricer > &

)

setCouponPricers()

void QuantLibAddin::Bond::setCouponPricers

(

const std::vector< boost::shared_ptr< QuantLib::FloatingRateCouponPricer > > &

)

Member Data Documentation

currency_

QuantLib::Currency QuantLibAddin::Bond::currency_

protected

description_

std::string QuantLibAddin::Bond::description_

protected

qlBondObject_

boost::shared_ptr<QuantLib::Bond> QuantLibAddin::Bond::qlBondObject_

protected

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The documentation for this class was generated from the following file:

• bonds.hpp