QuantLibAddin::FixedRateBond Class Reference

#include <qlo/bonds.hpp>

Inheritance diagram for QuantLibAddin::FixedRateBond:

Collaboration diagram for QuantLibAddin::FixedRateBond:

Public Member Functions
	FixedRateBond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &des, const QuantLib::Currency &cur, QuantLib::Natural settlementDays, QuantLib::Real faceAmount, const boost::shared_ptr< QuantLib::Schedule > &schedule, const std::vector< QuantLib::Rate > &coupons, const QuantLib::DayCounter &accrualDayCounter, QuantLib::BusinessDayConvention paymentConvention, QuantLib::Real redemption, const QuantLib::Date &issueDate, const QuantLib::Calendar &paymentCalendar, bool permanent)
	FixedRateBond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &des, const QuantLib::Currency &cur, QuantLib::Natural settlementDays, QuantLib::Real faceAmount, const boost::shared_ptr< QuantLib::Schedule > &schedule, const std::vector< boost::shared_ptr< QuantLib::InterestRate > > &coupons, QuantLib::BusinessDayConvention paymentConvention, QuantLib::Real redemption, const QuantLib::Date &issueDate, const QuantLib::Calendar &paymentCalendar, 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

Protected Member Functions
	FixedRateBond (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)

Additional Inherited Members
Protected Attributes inherited from QuantLibAddin::Bond
std::string	description_
QuantLib::Currency	currency_
boost::shared_ptr< QuantLib::Bond >	qlBondObject_

Constructor & Destructor Documentation

FixedRateBond() [1/3]

QuantLibAddin::FixedRateBond::FixedRateBond	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	des,
		const QuantLib::Currency &	cur,
		QuantLib::Natural	settlementDays,
		QuantLib::Real	faceAmount,
		const boost::shared_ptr< QuantLib::Schedule > &	schedule,
		const std::vector< QuantLib::Rate > &	coupons,
		const QuantLib::DayCounter &	accrualDayCounter,
		QuantLib::BusinessDayConvention	paymentConvention,
		QuantLib::Real	redemption,
		const QuantLib::Date &	issueDate,
		const QuantLib::Calendar &	paymentCalendar,
		bool	permanent
	)

FixedRateBond() [2/3]

QuantLibAddin::FixedRateBond::FixedRateBond	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	des,
		const QuantLib::Currency &	cur,
		QuantLib::Natural	settlementDays,
		QuantLib::Real	faceAmount,
		const boost::shared_ptr< QuantLib::Schedule > &	schedule,
		const std::vector< boost::shared_ptr< QuantLib::InterestRate > > &	coupons,
		QuantLib::BusinessDayConvention	paymentConvention,
		QuantLib::Real	redemption,
		const QuantLib::Date &	issueDate,
		const QuantLib::Calendar &	paymentCalendar,
		bool	permanent
	)

FixedRateBond() [3/3]

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

protected

---

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

• bonds.hpp