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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_bond.html">Bond</a></div>
<h1>Bond Class Reference<br>
<small>
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
</h1><!-- doxytag: class="QuantLib::Bond" --><!-- doxytag: inherits="QuantLib::Instrument" --><code>#include <ql/instruments/bond.hpp></code>
<p>
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Inheritance diagram for Bond:</div>
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<p><center><img src="class_quant_lib_1_1_bond__inherit__graph.png" border="0" usemap="#_bond__inherit__map" alt="Inheritance graph"></center>
<map name="_bond__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_cms_rate_bond.html" title="CMS-rate bond." alt="" coords="5,161,120,188"><area shape="rect" href="class_quant_lib_1_1_convertible_bond.html" title="base class for convertible bonds" alt="" coords="144,161,272,188"><area shape="rect" href="class_quant_lib_1_1_fixed_rate_bond.html" title="fixed-rate bond" alt="" coords="296,161,413,188"><area shape="rect" href="class_quant_lib_1_1_floating_rate_bond.html" title="floating-rate bond (possibly capped and/or floored)" alt="" coords="437,161,573,188"><area shape="rect" href="class_quant_lib_1_1_zero_coupon_bond.html" title="zero-coupon bond" alt="" coords="597,161,731,188"><area shape="rect" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class." alt="" coords="308,7,401,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_bond-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base bond class.
<p>
Derived classes must fill the unitialized data members.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000033">Warning:</a></b></dt><dd>Most methods assume that the cashflows are stored sorted by date, the redemption being the last one.</dd></dl>
<p>
<dl compact><dt><b><a class="el" href="test.html#_test000005">Tests:</a></b></dt><dd><ul>
<li>price/yield calculations are cross-checked for consistency.</li><li>price/yield calculations are checked against known good values. </li></ul>
</dd></dl>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a67ad657bba492fe9b2b423d3351fd4b"></a><!-- doxytag: member="QuantLib::Bond::Bond" ref="a67ad657bba492fe9b2b423d3351fd4b" args="(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Null< Date >(), const Leg &leg=std::vector< boost::shared_ptr< CashFlow > >())" -->
</td><td class="memItemRight" valign="bottom"><b>Bond</b> (<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> faceAmount, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &maturityDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &issueDate=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), const Leg &leg=std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > >())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#cf1a8e905f67a20ba49a765d729c5ee3">currentCoupon</a> (<a class="el" href="class_quant_lib_1_1_date.html">Date</a> d=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">current coupon at a given date <a href="#cf1a8e905f67a20ba49a765d729c5ee3"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#ad82adf3474a660d9ba7d25edab6831b">previousCoupon</a> (<a class="el" href="class_quant_lib_1_1_date.html">Date</a> d=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">previous coupon already paid at a given date <a href="#ad82adf3474a660d9ba7d25edab6831b"></a><br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b6506da60fec85c6f146f1b43116de70"></a><!-- doxytag: member="QuantLib::Bond::settlementDays" ref="b6506da60fec85c6f146f1b43116de70" args="() const " -->
<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>settlementDays</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dfea729100daaf17a5ac3b724c02556"></a><!-- doxytag: member="QuantLib::Bond::calendar" ref="1dfea729100daaf17a5ac3b724c02556" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td><td class="memItemRight" valign="bottom"><b>calendar</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2df9a700fb0bc10e8f45514dd872a5"></a><!-- doxytag: member="QuantLib::Bond::faceAmount" ref="2c2df9a700fb0bc10e8f45514dd872a5" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>faceAmount</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">const Leg & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#af0153df517e7b8049cccb6011a5d815">cashflows</a> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bfa83061a55cfccc76e631409e49a411"></a><!-- doxytag: member="QuantLib::Bond::redemption" ref="bfa83061a55cfccc76e631409e49a411" args="() const " -->
const boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > & </td><td class="memItemRight" valign="bottom"><b>redemption</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="716a3c2e199a948105b3be48b6c338aa"></a><!-- doxytag: member="QuantLib::Bond::maturityDate" ref="716a3c2e199a948105b3be48b6c338aa" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="063fda38934b8aa155e6a9ed6c4aa53e"></a><!-- doxytag: member="QuantLib::Bond::issueDate" ref="063fda38934b8aa155e6a9ed6c4aa53e" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>issueDate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c65dd4cbc0487bbf970ce8fd8c9a5b03"></a><!-- doxytag: member="QuantLib::Bond::settlementDate" ref="c65dd4cbc0487bbf970ce8fd8c9a5b03" args="(const Date &d=Date()) const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>settlementDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Calculations</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#ab241a7a0ea7c566883009fe26b009a1">cleanPrice</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">theoretical clean price <a href="#ab241a7a0ea7c566883009fe26b009a1"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#6ae3fd1559be17f6c97829a8f36a4368">dirtyPrice</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">theoretical dirty price <a href="#6ae3fd1559be17f6c97829a8f36a4368"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#ed7a3c2fc11ecfb3dec1af5fe1c4b40d">yield</a> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-8, Size maxEvaluations=100) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">theoretical bond yield <a href="#ed7a3c2fc11ecfb3dec1af5fe1c4b40d"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#e18639bbb94d3dd790b74707f10392c8">cleanPrice</a> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">clean price given a yield and settlement date <a href="#e18639bbb94d3dd790b74707f10392c8"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#d5ad3a9f9b5c0c35aa0db47cf1f9c747">dirtyPrice</a> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> yield, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">dirty price given a yield and settlement date <a href="#d5ad3a9f9b5c0c35aa0db47cf1f9c747"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#4bcfe6740fcdc3c9f07fe93d02ad2ce2">yield</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-8, Size maxEvaluations=100) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">yield given a (clean) price and settlement date <a href="#4bcfe6740fcdc3c9f07fe93d02ad2ce2"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#4a6f6a9dd12579ed00232a659e72875a">cleanPriceFromZSpread</a> (<a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> zSpread, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">clean price given Z-spread <a href="#4a6f6a9dd12579ed00232a659e72875a"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#cc06ed7c9c92a1664686c79ce511f1f9">dirtyPriceFromZSpread</a> (<a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> zSpread, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc, <a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">dirty price given Z-spread <a href="#cc06ed7c9c92a1664686c79ce511f1f9"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#0fc8bd8e30a2481352f942bbbd8666dc">accruedAmount</a> (<a class="el" href="class_quant_lib_1_1_date.html">Date</a> d=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrued amount at a given date <a href="#0fc8bd8e30a2481352f942bbbd8666dc"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::Bond::isExpired" ref="274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument is still tradable. <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#ad6958108bfaef12bc4ccd6b3d7a7231">setupArguments</a> (PricingEngine::arguments *) const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8cb58608de54286272715a08a7492a7e"></a><!-- doxytag: member="QuantLib::Bond::settlementDays_" ref="8cb58608de54286272715a08a7492a7e" args="" -->
<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>settlementDays_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="021eab7f1f44c1c71b8dfd29b9c4864b"></a><!-- doxytag: member="QuantLib::Bond::calendar_" ref="021eab7f1f44c1c71b8dfd29b9c4864b" args="" -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eb0d67316e092a9f2321834655b2d4a"></a><!-- doxytag: member="QuantLib::Bond::faceAmount_" ref="5eb0d67316e092a9f2321834655b2d4a" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>faceAmount_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="915caf90abf1e890d88b441d84d7ed44"></a><!-- doxytag: member="QuantLib::Bond::cashflows_" ref="915caf90abf1e890d88b441d84d7ed44" args="" -->
Leg </td><td class="memItemRight" valign="bottom"><b>cashflows_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dca7c976b55e7bb2a6bf5ed335081100"></a><!-- doxytag: member="QuantLib::Bond::maturityDate_" ref="dca7c976b55e7bb2a6bf5ed335081100" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a99ac89090fd236a5d29db55f21003a9"></a><!-- doxytag: member="QuantLib::Bond::issueDate_" ref="a99ac89090fd236a5d29db55f21003a9" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>issueDate_</b></td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="af0153df517e7b8049cccb6011a5d815"></a><!-- doxytag: member="QuantLib::Bond::cashflows" ref="af0153df517e7b8049cccb6011a5d815" args="() const " -->
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<td class="memname">const Leg & cashflows </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const</td>
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<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000034">Warning:</a></b></dt><dd>the returned vector includes the redemption as the last cash flow. </dd></dl>
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</div><p>
<a class="anchor" name="ab241a7a0ea7c566883009fe26b009a1"></a><!-- doxytag: member="QuantLib::Bond::cleanPrice" ref="ab241a7a0ea7c566883009fe26b009a1" args="() const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const</td>
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<p>
theoretical clean price
<p>
The default bond settlement is used for calculation.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000035">Warning:</a></b></dt><dd>the theoretical price calculated from a flat term structure might differ slightly from the price calculated from the corresponding yield by means of the other overload of this function. If the price from a constant yield is desired, it is advisable to use such other overload. </dd></dl>
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<a class="anchor" name="6ae3fd1559be17f6c97829a8f36a4368"></a><!-- doxytag: member="QuantLib::Bond::dirtyPrice" ref="6ae3fd1559be17f6c97829a8f36a4368" args="() const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dirtyPrice </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const</td>
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<div class="memdoc">
<p>
theoretical dirty price
<p>
The default bond settlement is used for calculation.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000036">Warning:</a></b></dt><dd>the theoretical price calculated from a flat term structure might differ slightly from the price calculated from the corresponding yield by means of the other overload of this function. If the price from a constant yield is desired, it is advisable to use such other overload. </dd></dl>
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<a class="anchor" name="ed7a3c2fc11ecfb3dec1af5fe1c4b40d"></a><!-- doxytag: member="QuantLib::Bond::yield" ref="ed7a3c2fc11ecfb3dec1af5fe1c4b40d" args="(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const " -->
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<td class="memname"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> yield </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>dc</em>, </td>
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<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"> <em>accuracy</em> = <code>1.0e-8</code>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"> <em>maxEvaluations</em> = <code>100</code></td><td> </td>
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<td>)</td>
<td></td><td></td><td width="100%"> const</td>
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<p>
theoretical bond yield
<p>
The default bond settlement and theoretical price are used for calculation.
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<a class="anchor" name="e18639bbb94d3dd790b74707f10392c8"></a><!-- doxytag: member="QuantLib::Bond::cleanPrice" ref="e18639bbb94d3dd790b74707f10392c8" args="(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"> <em>yield</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>dc</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"> <em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code></td><td> </td>
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<td>)</td>
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<p>
clean price given a yield and settlement date
<p>
The default bond settlement is used if no date is given.
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<a class="anchor" name="d5ad3a9f9b5c0c35aa0db47cf1f9c747"></a><!-- doxytag: member="QuantLib::Bond::dirtyPrice" ref="d5ad3a9f9b5c0c35aa0db47cf1f9c747" args="(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dirtyPrice </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"> <em>yield</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>dc</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
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<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em>, </td>
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<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"> <em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code></td><td> </td>
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<p>
dirty price given a yield and settlement date
<p>
The default bond settlement is used if no date is given.
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<a class="anchor" name="4bcfe6740fcdc3c9f07fe93d02ad2ce2"></a><!-- doxytag: member="QuantLib::Bond::yield" ref="4bcfe6740fcdc3c9f07fe93d02ad2ce2" args="(Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const " -->
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<td class="memname"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> yield </td>
<td>(</td>
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<td class="paramname"> <em>cleanPrice</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
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<td class="paramname"> <em>comp</em>, </td>
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<td class="paramname"> <em>freq</em>, </td>
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<td class="paramname"> <em>maxEvaluations</em> = <code>100</code></td><td> </td>
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<p>
yield given a (clean) price and settlement date
<p>
The default bond settlement is used if no date is given.
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<a class="anchor" name="4a6f6a9dd12579ed00232a659e72875a"></a><!-- doxytag: member="QuantLib::Bond::cleanPriceFromZSpread" ref="4a6f6a9dd12579ed00232a659e72875a" args="(Spread zSpread, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPriceFromZSpread </td>
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<td class="paramtype"><a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> </td>
<td class="paramname"> <em>zSpread</em>, </td>
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<td class="paramname"> <em>comp</em>, </td>
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<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em>, </td>
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<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
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<p>
clean price given Z-spread
<p>
Z-spread compounding, frequency, daycount are taken into account The default bond settlement is used if no date is given. For details on Z-spread refer to: "Credit Spreads Explained", Lehman Brothers European Fixed Income Research - March 2004, D. O'Kane
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<a class="anchor" name="cc06ed7c9c92a1664686c79ce511f1f9"></a><!-- doxytag: member="QuantLib::Bond::dirtyPriceFromZSpread" ref="cc06ed7c9c92a1664686c79ce511f1f9" args="(Spread zSpread, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dirtyPriceFromZSpread </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> </td>
<td class="paramname"> <em>zSpread</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"> <em>dc</em>, </td>
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<td class="paramtype"><a class="el" href="namespace_quant_lib.html#2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"> <em>comp</em>, </td>
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<td class="paramtype"><a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"> <em>freq</em>, </td>
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<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"> <em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code></td><td> </td>
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<td>)</td>
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<p>
dirty price given Z-spread
<p>
Z-spread compounding, frequency, daycount are taken into account The default bond settlement is used if no date is given. For details on Z-spread refer to: "Credit Spreads Explained", Lehman Brothers European Fixed Income Research - March 2004, D. O'Kane
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<a class="anchor" name="0fc8bd8e30a2481352f942bbbd8666dc"></a><!-- doxytag: member="QuantLib::Bond::accruedAmount" ref="0fc8bd8e30a2481352f942bbbd8666dc" args="(Date d=Date()) const " -->
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<td class="memname">virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accruedAmount </td>
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<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"> <em>d</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<td width="100%"> const<code> [virtual]</code></td>
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<p>
accrued amount at a given date
<p>
The default bond settlement is used if no date is given.
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<a class="anchor" name="cf1a8e905f67a20ba49a765d729c5ee3"></a><!-- doxytag: member="QuantLib::Bond::currentCoupon" ref="cf1a8e905f67a20ba49a765d729c5ee3" args="(Date d=Date()) const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> currentCoupon </td>
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<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"> <em>d</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
<td> ) </td>
<td width="100%"> const</td>
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<p>
current coupon at a given date
<p>
The default bond settlement is used if no date is given.
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<a class="anchor" name="ad82adf3474a660d9ba7d25edab6831b"></a><!-- doxytag: member="QuantLib::Bond::previousCoupon" ref="ad82adf3474a660d9ba7d25edab6831b" args="(Date d=Date()) const " -->
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<td class="memname"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> previousCoupon </td>
<td>(</td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"> <em>d</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
<td> ) </td>
<td width="100%"> const</td>
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<p>
previous coupon already paid at a given date
<p>
The default bond settlement is used if no date is given.
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<a class="anchor" name="ad6958108bfaef12bc4ccd6b3d7a7231"></a><!-- doxytag: member="QuantLib::Bond::setupArguments" ref="ad6958108bfaef12bc4ccd6b3d7a7231" args="(PricingEngine::arguments *) const " -->
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<td class="memname">void setupArguments </td>
<td>(</td>
<td class="paramtype">PricingEngine::arguments * </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [protected, virtual]</code></td>
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<p>
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.
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#ad6958108bfaef12bc4ccd6b3d7a7231">Instrument</a>.</p>
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