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fixedcouponbond.cpp

/* -*- 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.
*/

#include <ql/Instruments/fixedcouponbond.hpp>
#include <ql/CashFlows/cashflowvectors.hpp>
#include <ql/CashFlows/simplecashflow.hpp>

namespace QuantLib {

    #ifndef QL_DISABLE_DEPRECATED
00029     FixedCouponBond::FixedCouponBond(
                              const Date& issueDate,
                              const Date& datedDate,
                              const Date& maturityDate,
                              Integer settlementDays,
                              Rate coupon,
                              Frequency couponFrequency,
                              const DayCounter& dayCounter,
                              const Calendar& calendar,
                              BusinessDayConvention convention,
                              Real redemption,
                              const Handle<YieldTermStructure>& discountCurve)
    : Bond(dayCounter, calendar, convention, settlementDays, discountCurve) {

        issueDate_ = issueDate;
        datedDate_ = datedDate;
        maturityDate_ = maturityDate;
        frequency_ = couponFrequency;

        redemption_ = boost::shared_ptr<CashFlow>(
                                 new SimpleCashFlow(redemption,maturityDate));

        Schedule schedule(calendar, datedDate, maturityDate,
                          couponFrequency, convention,
                          Date(), true);

        cashFlows_ = FixedRateCouponVector(schedule, convention,
                                           std::vector<Real>(1, 100.0),
                                           std::vector<Rate>(1, coupon),
                                           dayCounter);
    }
    #endif

    FixedCouponBond::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,
                             Real redemption,
                             const Handle<YieldTermStructure>& discountCurve,
                             const Date& stub, bool fromEnd)
    : Bond(dayCounter, calendar, convention, settlementDays, discountCurve) {

        issueDate_ = issueDate;
        datedDate_ = datedDate;
        maturityDate_ = maturityDate;
        frequency_ = couponFrequency;

        redemption_ = boost::shared_ptr<CashFlow>(
                                 new SimpleCashFlow(redemption,maturityDate));

        Schedule schedule(calendar, datedDate, maturityDate,
                          couponFrequency, convention,
                          stub, fromEnd);

        cashFlows_ = FixedRateCouponVector(schedule, convention,
                                           std::vector<Real>(1, 100.0),
                                           coupons, dayCounter);
    }

};


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