QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <callablebond.hpp>
Public Member Functions | |
arguments ()=default | |
void | validate () const override |
Public Member Functions inherited from Bond::arguments | |
void | validate () const override |
Public Member Functions inherited from PricingEngine::arguments | |
virtual | ~arguments ()=default |
virtual void | validate () const =0 |
Public Attributes | |
std::vector< Date > | couponDates |
std::vector< Real > | couponAmounts |
Real | faceAmount |
Real | redemption |
redemption = face amount * redemption / 100. More... | |
Date | redemptionDate |
DayCounter | paymentDayCounter |
Frequency | frequency |
CallabilitySchedule | putCallSchedule |
std::vector< Real > | callabilityPrices |
bond full/dirty/cash prices More... | |
std::vector< Date > | callabilityDates |
Real | spread |
Public Attributes inherited from Bond::arguments | |
Date | settlementDate |
Leg | cashflows |
Calendar | calendar |
Definition at line 160 of file callablebond.hpp.
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default |
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overridevirtual |
Implements PricingEngine::arguments.
Definition at line 56 of file callablebond.cpp.
std::vector<Date> couponDates |
Definition at line 163 of file callablebond.hpp.
std::vector<Real> couponAmounts |
Definition at line 164 of file callablebond.hpp.
Real faceAmount |
Definition at line 165 of file callablebond.hpp.
Real redemption |
redemption = face amount * redemption / 100.
Definition at line 167 of file callablebond.hpp.
Date redemptionDate |
Definition at line 168 of file callablebond.hpp.
DayCounter paymentDayCounter |
Definition at line 169 of file callablebond.hpp.
Frequency frequency |
Definition at line 170 of file callablebond.hpp.
CallabilitySchedule putCallSchedule |
Definition at line 171 of file callablebond.hpp.
std::vector<Real> callabilityPrices |
bond full/dirty/cash prices
Definition at line 173 of file callablebond.hpp.
std::vector<Date> callabilityDates |
Definition at line 174 of file callablebond.hpp.
Real spread |
Spread to apply to the valuation. This is a continuously componded rate added to the model. Currently only applied by the TreeCallableFixedRateBondEngine
Definition at line 178 of file callablebond.hpp.