QuantLibAddin::CCTEU Class Reference

#include <qlo/btp.hpp>

Inheritance diagram for QuantLibAddin::CCTEU:

Collaboration diagram for QuantLibAddin::CCTEU:

Public Member Functions
	CCTEU (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &, const QuantLib::Date &maturityDate, QuantLib::Spread spread, const QuantLib::Handle< QuantLib::YieldTermStructure > &fwdCurve, const QuantLib::Date &startDate, const QuantLib::Date &issueDate, bool permanent)
Public Member Functions inherited from QuantLibAddin::FloatingRateBond
	FloatingRateBond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &des, const QuantLib::Currency &cur, QuantLib::Natural settlementDays, QuantLib::BusinessDayConvention paymentConvention, QuantLib::Real faceAmount, const boost::shared_ptr< QuantLib::Schedule > &schedule, QuantLib::Natural fixingDays, bool inArrears, const QuantLib::DayCounter &paymentDayCounter, const std::vector< QuantLib::Rate > &floors, const std::vector< QuantLib::Real > &gearings, const boost::shared_ptr< QuantLib::IborIndex > &index, const std::vector< QuantLib::Spread > &spreads, const std::vector< QuantLib::Rate > &caps, QuantLib::Real redemption, const QuantLib::Date &issueDate, bool permanent)
Public Member Functions inherited from QuantLibAddin::Bond
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

Additional Inherited Members
Protected Member Functions inherited from QuantLibAddin::FloatingRateBond
	FloatingRateBond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &description, const QuantLib::Currency &currency, bool permanent)
Protected Member Functions inherited from QuantLibAddin::Bond
	Bond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &description, const QuantLib::Currency &currency, bool permanent)
Protected Attributes inherited from QuantLibAddin::Bond
std::string	description_
QuantLib::Currency	currency_
boost::shared_ptr< QuantLib::Bond >	qlBondObject_

Constructor & Destructor Documentation

CCTEU()

QuantLibAddin::CCTEU::CCTEU	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	,
		const QuantLib::Date &	maturityDate,
		QuantLib::Spread	spread,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	fwdCurve,
		const QuantLib::Date &	startDate,
		const QuantLib::Date &	issueDate,
		bool	permanent
	)

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

• btp.hpp