CallableBond::arguments Class Reference

#include <ql/experimental/callablebonds/callablebond.hpp>

Inheritance diagram for CallableBond::arguments:

Collaboration diagram for CallableBond::arguments:

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

Detailed Description

Definition at line 160 of file callablebond.hpp.

Constructor & Destructor Documentation

arguments()

arguments ( )

default

Member Function Documentation

validate()

void validate ( ) const

overridevirtual

Implements PricingEngine::arguments.

Definition at line 56 of file callablebond.cpp.

Member Data Documentation

couponDates

std::vector<Date> couponDates

Definition at line 163 of file callablebond.hpp.

couponAmounts

std::vector<Real> couponAmounts

Definition at line 164 of file callablebond.hpp.

faceAmount

Real faceAmount

Definition at line 165 of file callablebond.hpp.

redemption

Real redemption

redemption = face amount * redemption / 100.

Definition at line 167 of file callablebond.hpp.

redemptionDate

Date redemptionDate

Definition at line 168 of file callablebond.hpp.

paymentDayCounter

DayCounter paymentDayCounter

Definition at line 169 of file callablebond.hpp.

frequency

Frequency frequency

Definition at line 170 of file callablebond.hpp.

putCallSchedule

CallabilitySchedule putCallSchedule

Definition at line 171 of file callablebond.hpp.

callabilityPrices

std::vector<Real> callabilityPrices

bond full/dirty/cash prices

Definition at line 173 of file callablebond.hpp.

callabilityDates

std::vector<Date> callabilityDates

Definition at line 174 of file callablebond.hpp.

spread

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.