#include <ql/Instruments/floatingratebond.hpp>
Inheritance diagram for FloatingRateBond:
[legend]List of all members.
Detailed Description
floating-rate bond
- Tests:
- calculations are tested by checking results against cached values.
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Public Member Functions |
| FloatingRateBond (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=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true) |
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