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fixedcouponbond.hpp

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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2004 Jeff Yu
 Copyright (C) 2004 M-Dimension Consulting Inc.
 Copyright (C) 2005 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/reference/license.html>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

/*! \file fixedcouponbond.hpp
    \brief fixed-coupon bond
*/

#ifndef quantlib_fixed_coupon_bond_hpp
#define quantlib_fixed_coupon_bond_hpp

#include <ql/Instruments/bond.hpp>

namespace QuantLib {

    //! fixed-coupon bond
    /*! \ingroup instruments

        \test calculations are tested by checking results against
              cached values.
    */
00039     class FixedCouponBond : public Bond {
      public:
        #ifndef QL_DISABLE_DEPRECATED
        /*! deprecated use the other constructor */
        FixedCouponBond(const Date& issueDate,
                        const Date& datedDate,
                        const Date& maturityDate,
                        Integer settlementDays,
                        Rate coupon,
                        Frequency couponFrequency,
                        const DayCounter& dayCounter,
                        const Calendar& calendar,
                        BusinessDayConvention convention = Following,
                        Real redemption = 100.0,
                        const Handle<YieldTermStructure>& discountCurve
                                              = Handle<YieldTermStructure>());
        #endif
        FixedCouponBond(const Date& issueDate,
                        const Date& datedDate,
                        const Date& maturityDate,
                        Integer settlementDays,
                        const std::vector<Rate>& coupons,
                        Frequency couponFrequency,
                        const DayCounter& dayCounter,
                        const Calendar& calendar,
                        BusinessDayConvention convention = Following,
                        Real redemption = 100.0,
                        const Handle<YieldTermStructure>& discountCurve
                                              = Handle<YieldTermStructure>(),
                        const Date& stub = Date(),
                        bool fromEnd = true);
    };

}


#endif

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