QuantLibAddin::CmsRateBond Class Reference
#include <qlo/bonds.hpp>
Inheritance diagram for QuantLibAddin::CmsRateBond:
Collaboration diagram for QuantLibAddin::CmsRateBond:
Public Member Functions | |
| CmsRateBond (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::SwapIndex > &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 ¤cy, 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::Bond | |
| Bond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &description, const QuantLib::Currency ¤cy, bool permanent) | |
| Protected Attributes inherited from QuantLibAddin::Bond | |
| std::string | description_ |
| QuantLib::Currency | currency_ |
| boost::shared_ptr< QuantLib::Bond > | qlBondObject_ |
Constructor & Destructor Documentation
◆ CmsRateBond()
| QuantLibAddin::CmsRateBond::CmsRateBond | ( | 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::SwapIndex > & | index, | ||
| const std::vector< QuantLib::Spread > & | spreads, | ||
| const std::vector< QuantLib::Rate > & | caps, | ||
| QuantLib::Real | redemption, | ||
| const QuantLib::Date & | issueDate, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: