25#ifndef quantlib_floating_rate_bond_hpp
26#define quantlib_floating_rate_bond_hpp
47 const ext::shared_ptr<IborIndex>& iborIndex,
51 const std::vector<Real>& gearings = { 1.0 },
52 const std::vector<Spread>& spreads = { 0.0 },
53 const std::vector<Rate>& caps = {},
54 const std::vector<Rate>& floors = {},
55 bool inArrears =
false,
61 bool exCouponEndOfMonth =
false);
Natural settlementDays() const
const ext::shared_ptr< CashFlow > & redemption() const
floating-rate bond (possibly capped and/or floored)
template class providing a null value for a given type.
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer