QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
amortizingfixedratebond.cpp File Reference
#include <ql/instruments/bonds/amortizingfixedratebond.hpp>
#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/time/schedule.hpp>

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Namespaces

namespace  QuantLib
 

Functions

Schedule sinkingSchedule (const Date &startDate, const Period &bondLength, const Frequency &frequency, const Calendar &paymentCalendar)
 returns a schedule for French amortization More...
 
std::vector< Real > sinkingNotionals (const Period &bondLength, const Frequency &frequency, Rate couponRate, Real initialNotional)
 returns a sequence of notionals for French amortization More...