QuantLibAddin::ZeroCouponBond Class Reference

#include <qlo/bonds.hpp>

Inheritance diagram for QuantLibAddin::ZeroCouponBond:
Collaboration diagram for QuantLibAddin::ZeroCouponBond:

Public Member Functions

 ZeroCouponBond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &des, const QuantLib::Currency &cur, QuantLib::Natural settlementDays, const QuantLib::Calendar &calendar, QuantLib::Real faceAmount, const QuantLib::Date &maturityDate, QuantLib::BusinessDayConvention paymentConvention, 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::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

◆ ZeroCouponBond()

QuantLibAddin::ZeroCouponBond::ZeroCouponBond ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::string &  des,
const QuantLib::Currency &  cur,
QuantLib::Natural  settlementDays,
const QuantLib::Calendar &  calendar,
QuantLib::Real  faceAmount,
const QuantLib::Date &  maturityDate,
QuantLib::BusinessDayConvention  paymentConvention,
QuantLib::Real  redemption,
const QuantLib::Date &  issueDate,
bool  permanent 
)

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