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Sourcecode: quantlib version File versions

Real QuantLib::Bond::dirtyPrice ( Rate  yield,
Compounding  compounding,
Date  settlementDate = Date() 
) const [inherited]

dirty price given a yield and settlement date

The default bond settlement is used if no date is given.

Definition at line 191 of file bond.cpp.

                                                 {
        if (settlement == Date())
            settlement = settlementDate();
        return dirtyPriceFromYield(faceAmount_, cashflows_, yield,
                                   compounding, frequency_, paymentDayCounter_,
                                   settlement);
    }


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