QuantLib_CallableZeroCouponBond (3) - Linux Manuals

QuantLib_CallableZeroCouponBond: callable/puttable zero coupon bond

NAME

QuantLib::CallableZeroCouponBond - callable/puttable zero coupon bond

SYNOPSIS


#include <ql/experimental/callablebonds/callablebond.hpp>

Inherits QuantLib::CallableFixedRateBond.

Public Member Functions


CallableZeroCouponBond (Natural settlementDays, Real faceAmount, const Calendar &calendar, const Date &maturityDate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule())

Detailed Description

callable/puttable zero coupon bond

Callable zero coupon bond class.

Author

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