doc fixes, more complete constructors

quantlib/instruments/bond.pyx

@@ -46,18 +46,18 @@ cdef class Bond(Instrument):
 
     @property
     def start_date(self):
-        """ Bond start date. """
+        """ Bond start date"""
         return date_from_qldate(self.as_ptr().startDate())
 
 
     @property
     def maturity_date(self):
-        """ Bond maturity date. """
+        """ Bond maturity date"""
         return date_from_qldate(self.as_ptr().maturityDate())
 
     @property
     def issue_date(self):
-        """ Bond issue date. """
+        """ Bond issue date"""
         return date_from_qldate(self.as_ptr().issueDate())
 
     def settlement_date(self, Date from_date=Date()):
@@ -71,14 +71,14 @@ cdef class Bond(Instrument):
 
     @property
     def dirty_price(self):
-        """ Bond dirty price. """
+        """ Bond dirty price"""
         return self.as_ptr().dirtyPrice()
 
     def bond_yield(self, Real price, DayCounter dc not None,
                    Compounding comp, Frequency freq,
                    Date settlement_date=Date(), Real accuracy=1e-08,
                    Size max_evaluations=100, Real guess=0.5, Type price_type = Price.Clean):
-        """ Return the yield given a (clean) price and settlement date
+        """ Return the yield given a price and settlement date
 
         The default bond settlement is used if no date is given.
 
@@ -93,7 +93,7 @@ cdef class Bond(Instrument):
             )
 
     def accrued_amount(self, Date date=Date()):
-        """ Returns the bond accrued amount at the given date. """
+        """ Returns the bond accrued amount at the given date"""
         return self.as_ptr().accruedAmount(deref(date._thisptr))
 
     @property

quantlib/instruments/bonds/_fixedratebond.pxd

@@ -15,7 +15,7 @@ cdef extern from 'ql/instruments/bonds/fixedratebond.hpp' namespace 'QuantLib' n
                       Real faceAmount,
                       const Schedule& schedule,
                       vector[Rate]& coupons,
-                      DayCounter& accrualDayCounter,
+                      const DayCounter& accrualDayCounter,
                       BusinessDayConvention paymentConvention,
                       Real redemption, # 100.0
                       const Date& issueDate, # Date()
@@ -24,4 +24,5 @@ cdef extern from 'ql/instruments/bonds/fixedratebond.hpp' namespace 'QuantLib' n
                       const Calendar& exCouponCalendar, # Calendar()
                       const BusinessDayConvention exCouponConvention, # Unadjusted,
                       bool exCouponEndOfMonth, # false
+                      const DayCounter& firstPeriodDayCounter, # = DayCounter()
                       ) except +

quantlib/instruments/bonds/_floatingratebond.pxd

@@ -4,6 +4,7 @@ from quantlib.types cimport Natural, Rate, Real, Spread
 from quantlib.handle cimport shared_ptr
 from quantlib.time._calendar cimport Calendar
 from quantlib.time._date cimport Date
+from quantlib.time._period cimport Period
 from quantlib.time.frequency cimport Frequency
 from quantlib.time.businessdayconvention cimport BusinessDayConvention
 from quantlib.time.dategeneration cimport DateGeneration
@@ -27,24 +28,9 @@ cdef extern from 'ql/instruments/bonds/floatingratebond.hpp' namespace 'QuantLib
                          vector[Rate]& floors, # std::vector<Rate>()
                          bool inArrears, # false
                          Real redemption, # 100.
-                         Date& issueDate # Date()
+                         Date& issueDate, # Date()
+                         const Period& exCouponPeriod, # = Period()
+                         const Calendar& exCouponCalendar, # = Calendar()
+                         BusinessDayConvention exCouponConvention, # = Unadjusted
+                         bool exCouponEndOfMoanth # = false
         ) except +
-        FloatingRateBond(Natural settlementDays,
-                        Real faceAmount,
-                        Date& startDate,
-                        Date& maturityDate,
-                        Frequency couponFrequency,
-                        Calendar& calendar,
-                        shared_ptr[IborIndex]& iborIndex,
-                        DayCounter& accrualDayCounter,
-                        BusinessDayConvention accrualConvention,
-                        BusinessDayConvention paymentConvention,
-                        Natural fixingDays,
-                        vector[Real]& gearings,
-                        vector[Spread]& spreads,
-                        vector[Rate]& caps,
-                        vector[Rate]& floors,
-                        Real redemption,
-                        Date& issueDate,
-                        Date& stubDate,
-                        DateGeneration rule) except +

quantlib/instruments/bonds/fixedratebond.pyx

@@ -31,7 +31,8 @@ cdef class FixedRateBond(Bond):
                  Period ex_coupon_period=Period(),
                  Calendar ex_coupon_calendar=Calendar(),
                  BusinessDayConvention ex_coupon_convention=Unadjusted,
-                 bool ex_coupon_end_of_month=False):
+                 bool ex_coupon_end_of_month=False,
+                 DayCounter first_period_day_counter=DayCounter()):
         """ Fixed rate bond
 
         Parameters
@@ -67,6 +68,7 @@ cdef class FixedRateBond(Bond):
                 deref(ex_coupon_period._thisptr),
                 ex_coupon_calendar._thisptr,
                 ex_coupon_convention,
-                ex_coupon_end_of_month
+                ex_coupon_end_of_month,
+                deref(first_period_day_counter._thisptr)
             )
         )

quantlib/instruments/bonds/floatingratebond.pyx

@@ -5,24 +5,29 @@ from libcpp cimport bool
 from quantlib.handle cimport static_pointer_cast
 from quantlib.indexes.ibor_index cimport IborIndex
 cimport quantlib.indexes._ibor_index as _ii
-from quantlib.time.businessdayconvention cimport BusinessDayConvention, Following
-from quantlib.time.date cimport Date
+from quantlib.time.businessdayconvention cimport BusinessDayConvention, Following, Unadjusted
+from quantlib.time.date cimport Date, Period
+from quantlib.time.calendar cimport Calendar
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.schedule cimport Schedule
-
+from quantlib.utilities.null cimport Null
 
 from . cimport _floatingratebond as _frb
 
 cdef class FloatingRateBond(Bond):
     """ Floating rate bond """
     def __init__(self, Natural settlement_days, Real face_amount,
-        Schedule schedule, IborIndex ibor_index,
-        DayCounter accrual_day_counter, Natural fixing_days,
-        vector[Real] gearings=[1.], vector[Spread] spreads=[0.],
-        vector[Rate] caps=[], vector[Rate] floors=[],
-        BusinessDayConvention payment_convention=Following,
-        bool in_arrears=True,
-        Real redemption=100.0, Date issue_date=Date()
+                 Schedule schedule, IborIndex ibor_index,
+                 DayCounter accrual_day_counter, Natural fixing_days=Null[Natural](),
+                 vector[Real] gearings=[1.], vector[Spread] spreads=[0.],
+                 vector[Rate] caps=[], vector[Rate] floors=[],
+                 BusinessDayConvention payment_convention=Following,
+                 bool in_arrears=False,
+                 Real redemption=100.0, Date issue_date=Date(),
+                 Period ex_coupon_period=Period(),
+                 Calendar ex_coupon_calendar=Calendar(),
+                 BusinessDayConvention ex_coupon_convention=Unadjusted,
+                 bool ex_coupon_end_of_month=False
         ):
         """ Floating rate bond
 
@@ -55,6 +60,10 @@ cdef class FloatingRateBond(Bond):
             Amount at redemption
         issue_date : Date
             Date bond was issued
+        ex_coupon_period : Period
+        ex_coupon_calendar : Calendar
+        ex_coupon_convention: BusinessDayConvention
+        ex_coupon_end_of_month: bool
         """
 
         self._thisptr.reset(
@@ -64,8 +73,12 @@ cdef class FloatingRateBond(Bond):
                 static_pointer_cast[_ii.IborIndex](ibor_index._thisptr),
                 deref(accrual_day_counter._thisptr),
                 payment_convention,
-                fixing_days, gearings, spreads, caps, floors, True,
+                fixing_days, gearings, spreads, caps, floors, in_arrears,
                 redemption,
-                deref(issue_date._thisptr)
-                )
+                deref(issue_date._thisptr),
+                deref(ex_coupon_period._thisptr),
+                ex_coupon_calendar._thisptr,
+                ex_coupon_convention,
+                ex_coupon_end_of_month
             )
+        )