QuantLibAddin::FixedRateBondHelper Class Reference
#include <qlo/ratehelpers.hpp>
Inheritance diagram for QuantLibAddin::FixedRateBondHelper:
Collaboration diagram for QuantLibAddin::FixedRateBondHelper:
Public Member Functions | |
| FixedRateBondHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &price, 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, const QuantLib::Period &exCouponPeriod, const QuantLib::Calendar &exCouponCalendar, const QuantLib::BusinessDayConvention exCouponConvention, bool exCouponEndOfMonth, const bool useCleanPrice, bool permanent) | |
 Public Member Functions inherited from QuantLibAddin::BondHelper | |
| BondHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &price, const boost::shared_ptr< QuantLib::Bond > &bond, const bool useCleanPrice, bool permanent) | |
| Public Member Functions inherited from QuantLibAddin::RateHelper | |
| std::string | quoteName () |
Additional Inherited Members | |
| Public Types inherited from QuantLibAddin::RateHelper | |
| enum | DepoInclusionCriteria { AllDepos, DeposBeforeFirstFuturesStartDate, DeposBeforeFirstFuturesStartDatePlusOne, DeposBeforeFirstFuturesExpiryDate } |
| Protected Member Functions inherited from QuantLibAddin::RateHelper | |
| OH_LIB_CTOR (RateHelper, QuantLib::RateHelper) | |
| Protected Attributes inherited from QuantLibAddin::RateHelper | |
| std::string | quoteName_ |
Constructor & Destructor Documentation
◆ FixedRateBondHelper()
| QuantLibAddin::FixedRateBondHelper::FixedRateBondHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | price, | ||
| 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, | ||
| const QuantLib::Period & | exCouponPeriod, | ||
| const QuantLib::Calendar & | exCouponCalendar, | ||
| const QuantLib::BusinessDayConvention | exCouponConvention, | ||
| bool | exCouponEndOfMonth, | ||
| const bool | useCleanPrice, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: