#include <qlo/bonds.hpp>
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| 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) |
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const std::string & | description () |
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std::string | currency () |
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QuantLib::Real | redemptionAmount () |
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QuantLib::Date | redemptionDate () |
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void | setCouponPricer (const boost::shared_ptr< QuantLib::FloatingRateCouponPricer > &) |
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void | setCouponPricers (const std::vector< boost::shared_ptr< QuantLib::FloatingRateCouponPricer > > &) |
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std::vector< std::vector< ObjectHandler::property_t > > | flowAnalysis (const QuantLib::Date &d) |
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| 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) |
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void | setPricingEngine (boost::shared_ptr< PricingEngine > &e) const |
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| FloatingRateBond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &description, const QuantLib::Currency ¤cy, bool permanent) |
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| Bond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &description, const QuantLib::Currency ¤cy, bool permanent) |
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◆ FloatingRateBond() [1/2]
QuantLibAddin::FloatingRateBond::FloatingRateBond |
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const boost::shared_ptr< ObjectHandler::ValueObject > & |
properties, |
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const std::string & |
des, |
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const QuantLib::Currency & |
cur, |
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QuantLib::Natural |
settlementDays, |
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QuantLib::BusinessDayConvention |
paymentConvention, |
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QuantLib::Real |
faceAmount, |
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const boost::shared_ptr< QuantLib::Schedule > & |
schedule, |
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QuantLib::Natural |
fixingDays, |
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bool |
inArrears, |
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const QuantLib::DayCounter & |
paymentDayCounter, |
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const std::vector< QuantLib::Rate > & |
floors, |
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const std::vector< QuantLib::Real > & |
gearings, |
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const boost::shared_ptr< QuantLib::IborIndex > & |
index, |
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const std::vector< QuantLib::Spread > & |
spreads, |
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const std::vector< QuantLib::Rate > & |
caps, |
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QuantLib::Real |
redemption, |
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const QuantLib::Date & |
issueDate, |
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bool |
permanent |
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) |
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◆ FloatingRateBond() [2/2]
QuantLibAddin::FloatingRateBond::FloatingRateBond |
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const boost::shared_ptr< ObjectHandler::ValueObject > & |
properties, |
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const std::string & |
description, |
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const QuantLib::Currency & |
currency, |
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bool |
permanent |
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protected |
The documentation for this class was generated from the following file: