QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
CallableBond::arguments Class Reference

#include <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< DatecouponDates
 
std::vector< RealcouponAmounts
 
Real faceAmount
 
Real redemption
 redemption = face amount * redemption / 100. More...
 
Date redemptionDate
 
DayCounter paymentDayCounter
 
Frequency frequency
 
CallabilitySchedule putCallSchedule
 
std::vector< RealcallabilityPrices
 bond full/dirty/cash prices More...
 
std::vector< DatecallabilityDates
 
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.