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<div class="title">CallableFixedRateBond Class Reference<div class="ingroups"><a class="el" href="group__instruments.html">Financial instruments</a></div></div>  </div>
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<!-- doxytag: class="QuantLib::CallableFixedRateBond" --><!-- doxytag: inherits="QuantLib::CallableBond" -->
<p>callable/puttable fixed rate bond  
 <a href="class_quant_lib_1_1_callable_fixed_rate_bond.html#details">More...</a></p>

<p><code>#include &lt;ql/experimental/callablebonds/callablebond.hpp&gt;</code></p>
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Inheritance diagram for CallableFixedRateBond:</div>
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<area shape="rect" id="node5" href="class_quant_lib_1_1_callable_zero_coupon_bond.html" title="callable/puttable zero coupon bond" alt="" coords="5,166,171,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_callable_bond.html" title="Callable bond base class." alt="" coords="39,6,137,37"/></map>
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<p><a href="class_quant_lib_1_1_callable_fixed_rate_bond-members.html">List of all members.</a></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5ef8d0800f4a070f1102d5c56de55be"></a><!-- doxytag: member="QuantLib::CallableFixedRateBond::CallableFixedRateBond" ref="ad5ef8d0800f4a070f1102d5c56de55be" args="(Natural settlementDays, Real faceAmount, const Schedule &amp;schedule, const std::vector&lt; Rate &gt; &amp;coupons, const DayCounter &amp;accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &amp;issueDate=Date(), const CallabilitySchedule &amp;putCallSchedule=CallabilitySchedule())" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>CallableFixedRateBond</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> faceAmount, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &amp;schedule, const std::vector&lt; <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> &gt; &amp;coupons, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &amp;accrualDayCounter, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention=Following, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_bond.html#a58d0698e89061e76114760d78d588350">redemption</a>=100.0, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &amp;issueDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const CallabilitySchedule &amp;putCallSchedule=CallabilitySchedule())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_callable_fixed_rate_bond.html#af6f2357affd0584e0db188a557bdef03">setupArguments</a> (PricingEngine::arguments *args) const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>callable/puttable fixed rate bond </p>
<p>Callable fixed rate bond class.</p>
<p><b> Example: </b> <a class="el" href="_callable_bonds_8cpp-example.html">CallableBonds.cpp</a> </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_callable_bonds_8cpp-example.html#_a26">CallableBonds.cpp</a>.</dd>
</dl></div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="af6f2357affd0584e0db188a557bdef03"></a><!-- doxytag: member="QuantLib::CallableFixedRateBond::setupArguments" ref="af6f2357affd0584e0db188a557bdef03" args="(PricingEngine::arguments *args) const " -->
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          <td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_callable_fixed_rate_bond.html#af6f2357affd0584e0db188a557bdef03">setupArguments</a> </td>
          <td>(</td>
          <td class="paramtype">PricingEngine::arguments *&#160;</td>
          <td class="paramname"></td><td>)</td>
          <td> const<code> [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>

<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_callable_bond.html#a71e3006b83c8b484bc57296fe94bf36d">CallableBond</a>.</p>

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