30 const std::vector<Real>& notionals,
32 const ext::shared_ptr<IborIndex>& index,
36 const std::vector<Real>& gearings,
37 const std::vector<Spread>& spreads,
38 const std::vector<Rate>& caps,
39 const std::vector<Rate>& floors,
41 const Date& issueDate,
42 const Period& exCouponPeriod,
45 bool exCouponEndOfMonth,
46 const std::vector<Real>& redemptions,
48 :
Bond(settlementDays, schedule.calendar(), issueDate) {
amortizing floating-rate bond
AmortizingFloatingRateBond(Natural settlementDays, const std::vector< Real > ¬ional, Schedule schedule, const ext::shared_ptr< IborIndex > &index, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings={ 1.0 }, const std::vector< Spread > &spreads={ 0.0 }, const std::vector< Rate > &caps={}, const std::vector< Rate > &floors={}, bool inArrears=false, const Date &issueDate=Date(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, const std::vector< Real > &redemptions={ 100.0 }, Integer paymentLag=0)
const std::vector< Real > & notionals() const
void addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >())
const Leg & cashflows() const
const Leg & redemptions() const
helper class building a sequence of capped/floored ibor-rate coupons
IborLeg & withSpreads(Spread spread)
IborLeg & withPaymentAdjustment(BusinessDayConvention)
IborLeg & withPaymentDayCounter(const DayCounter &)
IborLeg & inArrears(bool flag=true)
IborLeg & withFloors(Rate floor)
IborLeg & withNotionals(Real notional)
IborLeg & withGearings(Real gearing)
IborLeg & withPaymentLag(Integer lag)
IborLeg & withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
IborLeg & withCaps(Rate cap)
IborLeg & withFixingDays(Natural fixingDays)
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
const Date & endDate() const
#define QL_ENSURE(condition, message)
throw an error if the given post-condition is not verified
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
QL_INTEGER Integer
integer number
Coupon paying a Libor-type index.
base class for Inter-Bank-Offered-Rate indexes