diff --git a/_autosummary/quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond.html b/_autosummary/quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond.html new file mode 100644 index 000000000..e8c0fef56 --- /dev/null +++ b/_autosummary/quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond.html @@ -0,0 +1,203 @@ + + + + + + + + quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond — Quantlib cython wrapper 0.1.1 documentation + + + + + + + + + + + + + + + + + + + + + +
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quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond

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+class AmortizingFloatingRateBond(Natural settlement_days, vector[Real] notional, Schedule schedule, IborIndex index, DayCounter accrual_day_counter, BusinessDayConvention payment_convention=Following, Natural fixing_days=Null[Natural](), vector[Real] gearings=[1.0], vector[Spread] spreads=[0.0], vector[Rate] caps=[], vector[Rate] floors=[], bool in_arrears=False, 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, vector[Real] redemptions=[100.0], Integer payment_lag=0)
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Bases: Bond

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+__init__(*args, **kwargs)
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+ +

Methods

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__init__(*args, **kwargs)

accrued_amount(self, Date date=Date)

Returns the bond accrued amount at the given date

bond_yield(self, Real price, DayCounter dc, ...)

Return the yield given a price and settlement date

notional(self, Date date=Date)

set_pricing_engine(self, PricingEngine engine)

Sets the pricing engine.

settlement_date(self, Date from_date=Date)

Returns the bond settlement date after the given date.

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Attributes

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calendar

cashflows

cash flow stream as a Leg

clean_price

Bond clean price.

dirty_price

Bond dirty price

is_expired

issue_date

Bond issue date

maturity_date

Bond maturity date

net_present_value

Instrument net present value.

npv

Shortcut to the net_present_value property.

settlement_days

start_date

Bond start date

valuation_date

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+ ©2011, Didrik Pinte, Patrick Henaff. + + | + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 + + | + Page source +
+ + + + + + \ No newline at end of file diff --git a/_autosummary/quantlib.instruments.bonds.amortizingfloatingratebond.html b/_autosummary/quantlib.instruments.bonds.amortizingfloatingratebond.html new file mode 100644 index 000000000..324ebf671 --- /dev/null +++ b/_autosummary/quantlib.instruments.bonds.amortizingfloatingratebond.html @@ -0,0 +1,134 @@ + + + + + + + + quantlib.instruments.bonds.amortizingfloatingratebond — Quantlib cython wrapper 0.1.1 documentation + + + + + + + + + + + + + + + + + + + + + +
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quantlib.instruments.bonds.amortizingfloatingratebond

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Classes

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AmortizingFloatingRateBond(...)

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+ ©2011, Didrik Pinte, Patrick Henaff. + + | + Powered by Sphinx 8.0.2 + & Alabaster 1.0.0 + + | + Page source +
+ + + + + + \ No newline at end of file diff --git a/_autosummary/quantlib.instruments.bonds.cpibond.html b/_autosummary/quantlib.instruments.bonds.cpibond.html index 63a81d05e..d4fc129bd 100644 --- a/_autosummary/quantlib.instruments.bonds.cpibond.html +++ b/_autosummary/quantlib.instruments.bonds.cpibond.html @@ -16,7 +16,7 @@ - + @@ -87,7 +87,7 @@

Related Topics

  • quantlib