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<title>AmortizingFixedRateBond Class Reference</title>
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<!-- doxytag: class="QuantLib::AmortizingFixedRateBond" --><!-- doxytag: inherits="QuantLib::Bond" -->
<p>amortizing fixed-rate bond
<a href="class_quant_lib_1_1_amortizing_fixed_rate_bond.html#details">More...</a></p>
<p><code>#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp></code></p>
<div class="dynheader">
Inheritance diagram for AmortizingFixedRateBond:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_amortizing_fixed_rate_bond__inherit__graph.png" border="0" usemap="#_amortizing_fixed_rate_bond_inherit__map" alt="Inheritance graph"/></div>
<map name="_amortizing_fixed_rate_bond_inherit__map" id="_amortizing_fixed_rate_bond_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_bond.html" title="Base bond class." alt="" coords="67,6,117,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_amortizing_fixed_rate_bond-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a27124c594588c12a6a3c6a9ea001e7e2"></a><!-- doxytag: member="QuantLib::AmortizingFixedRateBond::AmortizingFixedRateBond" ref="a27124c594588c12a6a3c6a9ea001e7e2" args="(Natural settlementDays, const std::vector< Real > &notionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date())" -->
 </td><td class="memItemRight" valign="bottom"><b>AmortizingFixedRateBond</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &notionals, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &coupons, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &accrualDayCounter, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention=Following, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &issueDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_amortizing_fixed_rate_bond.html#af7c45a781dab9f3b2490a2908c268445">AmortizingFixedRateBond</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> faceAmount, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &bondTenor, const <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> &sinkingFrequency, const <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> coupon, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &accrualDayCounter, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention=Following, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &issueDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a70fafd3d3f212d824101e977784dbcf5"></a><!-- doxytag: member="QuantLib::AmortizingFixedRateBond::frequency" ref="a70fafd3d3f212d824101e977784dbcf5" args="() const " -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a677cd8177f9f43a90321e2a7cea44b00"></a><!-- doxytag: member="QuantLib::AmortizingFixedRateBond::dayCounter" ref="a677cd8177f9f43a90321e2a7cea44b00" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::AmortizingFixedRateBond::frequency_" ref="ae358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a76c6c2d60ef1370e20bdf40a0e0ca642"></a><!-- doxytag: member="QuantLib::AmortizingFixedRateBond::dayCounter_" ref="a76c6c2d60ef1370e20bdf40a0e0ca642" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>amortizing fixed-rate bond </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="af7c45a781dab9f3b2490a2908c268445"></a><!-- doxytag: member="QuantLib::AmortizingFixedRateBond::AmortizingFixedRateBond" ref="af7c45a781dab9f3b2490a2908c268445" args="(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const Period &bondTenor, const Frequency &sinkingFrequency, const Rate coupon, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date())" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_amortizing_fixed_rate_bond.html">AmortizingFixedRateBond</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td>
<td class="paramname"><em>settlementDays</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"><em>calendar</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>faceAmount</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>startDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"><em>bondTenor</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> & </td>
<td class="paramname"><em>sinkingFrequency</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>coupon</em>, </td>
</tr>
<tr>
<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>accrualDayCounter</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>paymentConvention</em> = <code>Following</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>issueDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>Automatically generates a set of equal coupons, with an amortizing bond. The coupons are equal and the accrual daycount is only used for quoting/settlement purposes - not for calculating the coupons. </p>
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