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

 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

 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/floatingratebond.hpp>
#include <ql/CashFlows/indexedcashflowvectors.hpp>
#include <ql/CashFlows/upfrontindexedcoupon.hpp>
#include <ql/CashFlows/simplecashflow.hpp>

namespace QuantLib {

                             const Date& issueDate,
                             const Date& datedDate,
                             const Date& maturityDate,
                             Integer settlementDays,
                             const boost::shared_ptr<Xibor>& index,
                             Integer fixingDays,
                             const std::vector<Spread>& spreads,
                             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_ = IndexedCouponVector<UpFrontIndexedCoupon>(
                                             schedule, convention,
                                             std::vector<Real>(1, 100.0),
                                             index, fixingDays,
                                             spreads, dayCounter
                                             #ifdef QL_PATCH_MSVC6
                                             , (const UpFrontIndexedCoupon*) 0


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