FloatingRateBond Class Reference
[Financial instruments]

#include <ql/Instruments/floatingratebond.hpp>

Inheritance diagram for FloatingRateBond:

Detailed Description

floating-rate bond

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)

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 Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true)

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

)

Deprecated:
use the other constructor


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)
	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 Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true)