24#ifndef quantlib_amortizing_cms_rate_bond_hpp
25#define quantlib_amortizing_cms_rate_bond_hpp
41 const ext::shared_ptr<SwapIndex>& index,
45 const std::vector<Real>& gearings = { 1.0 },
46 const std::vector<Spread>& spreads = { 0.0 },
47 const std::vector<Rate>& caps = {},
48 const std::vector<Rate>& floors = {},
49 bool inArrears =
false,
const std::vector< Real > & notionals() const
Natural settlementDays() const
const Leg & redemptions() const
template class providing a null value for a given type.
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer