30 const std::vector<Real>& notionals,
32 const ext::shared_ptr<SwapIndex>& index,
36 const std::vector<Real>& gearings,
37 const std::vector<Spread>& spreads,
38 const std::vector<Rate>& caps,
39 const std::vector<Rate>& floors,
41 const Date& issueDate,
42 const std::vector<Real>& redemptions)
43 :
Bond(settlementDays, schedule.calendar(), issueDate) {
AmortizingCmsRateBond(Natural settlementDays, const std::vector< Real > ¬ionals, Schedule schedule, const ext::shared_ptr< SwapIndex > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings={ 1.0 }, const std::vector< Spread > &spreads={ 0.0 }, const std::vector< Rate > &caps={}, const std::vector< Rate > &floors={}, bool inArrears=false, const Date &issueDate=Date(), const std::vector< Real > &redemptions={ 100.0 })
const std::vector< Real > & notionals() const
void addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >())
const Leg & cashflows() const
const Leg & redemptions() const
helper class building a sequence of capped/floored cms-rate coupons
CmsLeg & withFloors(Rate floor)
CmsLeg & withCaps(Rate cap)
CmsLeg & withGearings(Real gearing)
CmsLeg & withSpreads(Spread spread)
CmsLeg & withPaymentDayCounter(const DayCounter &)
CmsLeg & inArrears(bool flag=true)
CmsLeg & withNotionals(Real notional)
CmsLeg & withPaymentAdjustment(BusinessDayConvention)
CmsLeg & withFixingDays(Natural fixingDays)
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
const Date & endDate() const
#define QL_ENSURE(condition, message)
throw an error if the given post-condition is not verified
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer