QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/instruments/bonds/amortizingfixedratebond.hpp>
#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
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... | |