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Sourcecode: quantlib version File versions  Download package

Real QuantLib::Bond::accruedAmount ( Date  d = Date()) const [virtual, inherited]

accrued amount at a given date

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

Definition at line 247 of file bond.cpp.

Referenced by QuantLib::Bond::cleanPrice(), QuantLib::Bond::dirtyPrice(), QuantLib::Bond::settlementValue(), and QuantLib::ConvertibleBond::option::setupArguments().

        Real currentNotional = notional(settlementDate());
        if (currentNotional == 0.0)
            return 0.0;

        return BondFunctions::accruedAmount(*this, settlement);

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