- QuantLib
- CallableFixedRateBond
callable/puttable fixed rate bond More...
#include <ql/experimental/callablebonds/callablebond.hpp>
Public Member Functions | |
CallableFixedRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) | |
virtual void | setupArguments (PricingEngine::arguments *args) const |
callable/puttable fixed rate bond
Callable fixed rate bond class.
Example: CallableBonds.cpp
virtual void setupArguments | ( | PricingEngine::arguments * | ) | const [virtual] |
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from CallableBond.