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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_bond.html">Bond</a></li> </ul>
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<div class="header">
<div class="summary">
<a href="#nested-classes">Classes</a> |
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_bond-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">Bond Class Reference<div class="ingroups"><a class="el" href="group__instruments.html">Financial instruments</a></div></div> </div>
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<div class="contents">
<p>Base bond class.
<a href="class_quant_lib_1_1_bond.html#details">More...</a></p>
<p><code>#include <ql/instruments/bond.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Bond:</div>
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<area shape="rect" href="class_quant_lib_1_1_cms_rate_bond.html" title="CMS-rate bond." alt="" coords="413,208,521,235"/>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond_1_1_price.html">Price</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_bond.html" title="Base bond class.">Bond</a> price information. <a href="class_quant_lib_1_1_bond_1_1_price.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a23011890f9deaff8bb390b1867e2b5d5"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a23011890f9deaff8bb390b1867e2b5d5">Bond</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, 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>(), const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &coupons=<a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a>())</td></tr>
<tr class="memdesc:a23011890f9deaff8bb390b1867e2b5d5"><td class="mdescLeft"> </td><td class="mdescRight">constructor for amortizing or non-amortizing bonds. <a href="class_quant_lib_1_1_bond.html#a23011890f9deaff8bb390b1867e2b5d5">More...</a><br /></td></tr>
<tr class="separator:a23011890f9deaff8bb390b1867e2b5d5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae88c1a2337e0a6109f987cb8edbbe73c"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#ae88c1a2337e0a6109f987cb8edbbe73c">Bond</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> &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_date.html">Date</a>(), const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> &<a class="el" href="class_quant_lib_1_1_bond.html#a6492fba1a8496caeaaa19e4bbff6b683">cashflows</a>=<a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a>())</td></tr>
<tr class="memdesc:ae88c1a2337e0a6109f987cb8edbbe73c"><td class="mdescLeft"> </td><td class="mdescRight">old constructor for non amortizing bonds. <a href="class_quant_lib_1_1_bond.html#ae88c1a2337e0a6109f987cb8edbbe73c">More...</a><br /></td></tr>
<tr class="separator:ae88c1a2337e0a6109f987cb8edbbe73c"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Instrument interface</div></td></tr>
<tr class="memitem:a72b04552f657bbfa9384c3c6139a7725"><td class="memItemLeft" align="right" valign="top"><a id="a72b04552f657bbfa9384c3c6139a7725"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a72b04552f657bbfa9384c3c6139a7725">isExpired</a> () const</td></tr>
<tr class="memdesc:a72b04552f657bbfa9384c3c6139a7725"><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br /></td></tr>
<tr class="separator:a72b04552f657bbfa9384c3c6139a7725"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Observable interface</div></td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr class="memitem:a32e050c75a34ceee6f0633bdb799a080"><td class="memItemLeft" align="right" valign="top"><a id="a32e050c75a34ceee6f0633bdb799a080"></a>
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>settlementDays</b> () const</td></tr>
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<tr class="memitem:a4ffdceafee5fe94e7646e4f04300ba18"><td class="memItemLeft" align="right" valign="top"><a id="a4ffdceafee5fe94e7646e4f04300ba18"></a>
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>
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const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>notionals</b> () const</td></tr>
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<tr class="memitem:aef331ebec8c744748cc0a98a08f924ac"><td class="memItemLeft" align="right" valign="top"><a id="aef331ebec8c744748cc0a98a08f924ac"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>notional</b> (<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>
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<tr class="memitem:a6492fba1a8496caeaaa19e4bbff6b683"><td class="memItemLeft" align="right" valign="top">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a6492fba1a8496caeaaa19e4bbff6b683">cashflows</a> () const</td></tr>
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<tr class="memitem:ac57e46aa03785ac865aff22e02cf597a"><td class="memItemLeft" align="right" valign="top">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#ac57e46aa03785ac865aff22e02cf597a">redemptions</a> () const</td></tr>
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<tr class="memitem:ace4220e0564e09876f2b237795317f99"><td class="memItemLeft" align="right" valign="top">const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#ace4220e0564e09876f2b237795317f99">redemption</a> () const</td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>startDate</b> () const</td></tr>
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<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>
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<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>
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bool </td><td class="memItemRight" valign="bottom"><b>isTradable</b> (<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>
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<tr class="memitem:aebfdd5f3d1c324d9c899d60a7406b091"><td class="memItemLeft" align="right" valign="top"><a id="aebfdd5f3d1c324d9c899d60a7406b091"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>settlementDate</b> (<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>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_instrument"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_instrument')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
<tr class="memitem:a4f791921f063f3ea19bd6efa9ceb4892 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="a4f791921f063f3ea19bd6efa9ceb4892"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a4f791921f063f3ea19bd6efa9ceb4892">NPV</a> () const</td></tr>
<tr class="memdesc:a4f791921f063f3ea19bd6efa9ceb4892 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns the net present value of the instrument. <br /></td></tr>
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<tr class="memitem:a7f7b2ee66cf1eca0aecb6f1e65549798 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="a7f7b2ee66cf1eca0aecb6f1e65549798"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a7f7b2ee66cf1eca0aecb6f1e65549798">errorEstimate</a> () const</td></tr>
<tr class="memdesc:a7f7b2ee66cf1eca0aecb6f1e65549798 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns the error estimate on the NPV when available. <br /></td></tr>
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const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#adc5022826bcf557dcfd50578fc6f2cfb">valuationDate</a> () const</td></tr>
<tr class="memdesc:adc5022826bcf557dcfd50578fc6f2cfb inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns the date the net present value refers to. <br /></td></tr>
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<tr class="memitem:a2fe6eb89d1300cf2da682cfb38736d12 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memTemplParams" colspan="2"><a id="a2fe6eb89d1300cf2da682cfb38736d12"></a>
template<typename T > </td></tr>
<tr class="memitem:a2fe6eb89d1300cf2da682cfb38736d12 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memTemplItemLeft" align="right" valign="top">T </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a2fe6eb89d1300cf2da682cfb38736d12">result</a> (const std::string &tag) const</td></tr>
<tr class="memdesc:a2fe6eb89d1300cf2da682cfb38736d12 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns any additional result returned by the pricing engine. <br /></td></tr>
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const std::map< std::string, boost::any > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#ac736d55ac6d6815ec57e44f406546ac0">additionalResults</a> () const</td></tr>
<tr class="memdesc:ac736d55ac6d6815ec57e44f406546ac0 inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">returns all additional result returned by the pricing engine. <br /></td></tr>
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<tr class="memitem:ae58e4c75062c7f3f4dedbd744f9a379f inherit pub_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#ae58e4c75062c7f3f4dedbd744f9a379f">setPricingEngine</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &)</td></tr>
<tr class="memdesc:ae58e4c75062c7f3f4dedbd744f9a379f inherit pub_methods_class_quant_lib_1_1_instrument"><td class="mdescLeft"> </td><td class="mdescRight">set the pricing engine to be used. <a href="class_quant_lib_1_1_instrument.html#ae58e4c75062c7f3f4dedbd744f9a379f">More...</a><br /></td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="memitem:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">recalculate</a> ()</td></tr>
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<tr class="memitem:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze</a> ()</td></tr>
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<tr class="memitem:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a26c02da24a82bc72024a8e8d48af0fca">unfreeze</a> ()</td></tr>
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<tr class="memitem:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Calculations</h2></td></tr>
<tr class="memitem:a8cb58608de54286272715a08a7492a7e"><td class="memItemLeft" align="right" valign="top"><a id="a8cb58608de54286272715a08a7492a7e"></a>
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>settlementDays_</b></td></tr>
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<tr class="memitem:a021eab7f1f44c1c71b8dfd29b9c4864b"><td class="memItemLeft" align="right" valign="top"><a id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a>
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
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std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>notionalSchedule_</b></td></tr>
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<tr class="memitem:a6bbb9ef180bf5ecb750bbb9a698708c7"><td class="memItemLeft" align="right" valign="top"><a id="a6bbb9ef180bf5ecb750bbb9a698708c7"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>notionals_</b></td></tr>
<tr class="separator:a6bbb9ef180bf5ecb750bbb9a698708c7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a915caf90abf1e890d88b441d84d7ed44"><td class="memItemLeft" align="right" valign="top"><a id="a915caf90abf1e890d88b441d84d7ed44"></a>
<a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> </td><td class="memItemRight" valign="bottom"><b>cashflows_</b></td></tr>
<tr class="separator:a915caf90abf1e890d88b441d84d7ed44"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0690be8d267d209310f604969116a032"><td class="memItemLeft" align="right" valign="top"><a id="a0690be8d267d209310f604969116a032"></a>
<a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> </td><td class="memItemRight" valign="bottom"><b>redemptions_</b></td></tr>
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<tr class="memitem:adca7c976b55e7bb2a6bf5ed335081100"><td class="memItemLeft" align="right" valign="top"><a id="adca7c976b55e7bb2a6bf5ed335081100"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate_</b></td></tr>
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<tr class="memitem:aa99ac89090fd236a5d29db55f21003a9"><td class="memItemLeft" align="right" valign="top"><a id="aa99ac89090fd236a5d29db55f21003a9"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>issueDate_</b></td></tr>
<tr class="separator:aa99ac89090fd236a5d29db55f21003a9"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a297131017bb248af18a752bdf2ba0c03"><td class="memItemLeft" align="right" valign="top"><a id="a297131017bb248af18a752bdf2ba0c03"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>settlementValue_</b></td></tr>
<tr class="separator:a297131017bb248af18a752bdf2ba0c03"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a04c101af83206923fd686044725444a7"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a04c101af83206923fd686044725444a7">cleanPrice</a> () const</td></tr>
<tr class="memdesc:a04c101af83206923fd686044725444a7"><td class="mdescLeft"> </td><td class="mdescRight">theoretical clean price <a href="class_quant_lib_1_1_bond.html#a04c101af83206923fd686044725444a7">More...</a><br /></td></tr>
<tr class="separator:a04c101af83206923fd686044725444a7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a85c4207ffe9e1f712dfa6f1b3a9824f6"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a85c4207ffe9e1f712dfa6f1b3a9824f6">dirtyPrice</a> () const</td></tr>
<tr class="memdesc:a85c4207ffe9e1f712dfa6f1b3a9824f6"><td class="mdescLeft"> </td><td class="mdescRight">theoretical dirty price <a href="class_quant_lib_1_1_bond.html#a85c4207ffe9e1f712dfa6f1b3a9824f6">More...</a><br /></td></tr>
<tr class="separator:a85c4207ffe9e1f712dfa6f1b3a9824f6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6b545296278fc4c697dee74e20218a14"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a6b545296278fc4c697dee74e20218a14">settlementValue</a> () const</td></tr>
<tr class="memdesc:a6b545296278fc4c697dee74e20218a14"><td class="mdescLeft"> </td><td class="mdescRight">theoretical settlement value <a href="class_quant_lib_1_1_bond.html#a6b545296278fc4c697dee74e20218a14">More...</a><br /></td></tr>
<tr class="separator:a6b545296278fc4c697dee74e20218a14"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a468b1b1e7f434efc095665fe529b10ff"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a468b1b1e7f434efc095665fe529b10ff">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#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> freq, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-8, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxEvaluations=100, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) const</td></tr>
<tr class="memdesc:a468b1b1e7f434efc095665fe529b10ff"><td class="mdescLeft"> </td><td class="mdescRight">theoretical bond yield <a href="class_quant_lib_1_1_bond.html#a468b1b1e7f434efc095665fe529b10ff">More...</a><br /></td></tr>
<tr class="separator:a468b1b1e7f434efc095665fe529b10ff"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afacef06afb3317807a8d12ad211e7908"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#afacef06afb3317807a8d12ad211e7908">cleanPrice</a> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_bond.html#a468b1b1e7f434efc095665fe529b10ff">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#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">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 class="memdesc:afacef06afb3317807a8d12ad211e7908"><td class="mdescLeft"> </td><td class="mdescRight">clean price given a yield and settlement date <a href="class_quant_lib_1_1_bond.html#afacef06afb3317807a8d12ad211e7908">More...</a><br /></td></tr>
<tr class="separator:afacef06afb3317807a8d12ad211e7908"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:add8409e080f9fffd6116c0dca00455f3"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#add8409e080f9fffd6116c0dca00455f3">dirtyPrice</a> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_bond.html#a468b1b1e7f434efc095665fe529b10ff">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#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">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 class="memdesc:add8409e080f9fffd6116c0dca00455f3"><td class="mdescLeft"> </td><td class="mdescRight">dirty price given a yield and settlement date <a href="class_quant_lib_1_1_bond.html#add8409e080f9fffd6116c0dca00455f3">More...</a><br /></td></tr>
<tr class="separator:add8409e080f9fffd6116c0dca00455f3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8ac855fc962a3ed47e953d42df7235b2"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a8ac855fc962a3ed47e953d42df7235b2">settlementValue</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_bond.html#a04c101af83206923fd686044725444a7">cleanPrice</a>) const</td></tr>
<tr class="memdesc:a8ac855fc962a3ed47e953d42df7235b2"><td class="mdescLeft"> </td><td class="mdescRight">settlement value as a function of the clean price <a href="class_quant_lib_1_1_bond.html#a8ac855fc962a3ed47e953d42df7235b2">More...</a><br /></td></tr>
<tr class="separator:a8ac855fc962a3ed47e953d42df7235b2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a16920d3d36a65e3ef303eb57f6def41b"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a16920d3d36a65e3ef303eb57f6def41b">yield</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_bond.html#a04c101af83206923fd686044725444a7">cleanPrice</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#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> comp, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-8, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxEvaluations=100, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) const</td></tr>
<tr class="memdesc:a16920d3d36a65e3ef303eb57f6def41b"><td class="mdescLeft"> </td><td class="mdescRight">yield given a (clean) price and settlement date <a href="class_quant_lib_1_1_bond.html#a16920d3d36a65e3ef303eb57f6def41b">More...</a><br /></td></tr>
<tr class="separator:a16920d3d36a65e3ef303eb57f6def41b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a517807ce48c857066d1427431698270e"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a517807ce48c857066d1427431698270e">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 class="memdesc:a517807ce48c857066d1427431698270e"><td class="mdescLeft"> </td><td class="mdescRight">accrued amount at a given date <a href="class_quant_lib_1_1_bond.html#a517807ce48c857066d1427431698270e">More...</a><br /></td></tr>
<tr class="separator:a517807ce48c857066d1427431698270e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0369a9b31feec557dc2e2fdff119fac7"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a0369a9b31feec557dc2e2fdff119fac7">nextCouponRate</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 class="separator:a0369a9b31feec557dc2e2fdff119fac7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3180af5b636ecc0d353b5e08060528c6"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a3180af5b636ecc0d353b5e08060528c6">previousCouponRate</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 class="memdesc:a3180af5b636ecc0d353b5e08060528c6"><td class="mdescLeft"> </td><td class="mdescRight">Previous coupon already paid at a given date. <a href="class_quant_lib_1_1_bond.html#a3180af5b636ecc0d353b5e08060528c6">More...</a><br /></td></tr>
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<tr class="memitem:a660edcac01afa0846e528b5fbc70d365"><td class="memItemLeft" align="right" valign="top"><a id="a660edcac01afa0846e528b5fbc70d365"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>nextCashFlowDate</b> (<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>
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<tr class="memitem:aa4cf0b62f89bc09f8f9123409d50980d"><td class="memItemLeft" align="right" valign="top"><a id="aa4cf0b62f89bc09f8f9123409d50980d"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>previousCashFlowDate</b> (<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>
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<tr class="memitem:aef24082dd24f1330f587e552a7dc4f69"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#aef24082dd24f1330f587e552a7dc4f69">setupExpired</a> () const</td></tr>
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<tr class="memitem:aedcb8928d5516b30b46f0234d20c9539"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#aedcb8928d5516b30b46f0234d20c9539">setupArguments</a> (PricingEngine::arguments *) const</td></tr>
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<tr class="memitem:a7992b88ae5ce8f95759515943d0311da"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a7992b88ae5ce8f95759515943d0311da">fetchResults</a> (const PricingEngine::results *) const</td></tr>
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<tr class="memitem:a445d1870569644f947a7cbb0651bf193"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a445d1870569644f947a7cbb0651bf193">addRedemptionsToCashflows</a> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &<a class="el" href="class_quant_lib_1_1_bond.html#ac57e46aa03785ac865aff22e02cf597a">redemptions</a>=std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr class="separator:a445d1870569644f947a7cbb0651bf193"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9eceb95571e735431b3c0a67a439659f"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#a9eceb95571e735431b3c0a67a439659f">setSingleRedemption</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_bond.html#ace4220e0564e09876f2b237795317f99">redemption</a>, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date)</td></tr>
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<tr class="memitem:afd685fa2cc0eaf9c808be6d9900e14c3"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#afd685fa2cc0eaf9c808be6d9900e14c3">setSingleRedemption</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > &<a class="el" href="class_quant_lib_1_1_bond.html#ace4220e0564e09876f2b237795317f99">redemption</a>)</td></tr>
<tr class="separator:afd685fa2cc0eaf9c808be6d9900e14c3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adfc5a4fc3cacb1b1b7634950f25d614e"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_bond.html#adfc5a4fc3cacb1b1b7634950f25d614e">calculateNotionalsFromCashflows</a> ()</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_instrument"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_instrument')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
<tr class="memitem:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a082ff96da379d5e17436372ccb3c0972">calculate</a> () const</td></tr>
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<tr class="memitem:a33f04fb3ac37abe7c9c6032cff611745 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_instrument.html#a33f04fb3ac37abe7c9c6032cff611745">performCalculations</a> () const</td></tr>
<tr class="separator:a33f04fb3ac37abe7c9c6032cff611745 inherit pro_methods_class_quant_lib_1_1_instrument"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_instrument"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_instrument')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td></tr>
<tr class="memitem:abb995b099094913d099029f2fd3936b8 inherit pro_attribs_class_quant_lib_1_1_instrument"><td class="memItemLeft" align="right" valign="top"><a id="abb995b099094913d099029f2fd3936b8"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>NPV_</b></td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>errorEstimate_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>valuationDate_</b></td></tr>
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std::map< std::string, boost::any > </td><td class="memItemRight" valign="bottom"><b>additionalResults_</b></td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > </td><td class="memItemRight" valign="bottom"><b>engine_</b></td></tr>
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<tr class="memitem:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="abcf8c3b096b3eea8688019abe7180471"></a>
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Base bond class. </p>
<p>Derived classes must fill the uninitialized data members.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000059">Warning:</a></b></dt><dd>Most methods assume that the cash flows are stored sorted by date, the redemption(s) being after any cash flow at the same date. In particular, if there's one single redemption, it must be the last cash flow,</dd></dl>
<dl class="test"><dt><b><a class="el" href="test.html#_test000021">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>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_fitted_bond_curve_8cpp-example.html#_a31">FittedBondCurve.cpp</a>.</dd>
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</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a23011890f9deaff8bb390b1867e2b5d5">◆ </a></span>Bond() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_bond.html">Bond</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>
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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_calendar.html">Calendar</a> & </td>
<td class="paramname"><em>calendar</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_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>
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<td class="paramkey"></td>
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<td class="paramtype">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & </td>
<td class="paramname"><em>coupons</em> = <code><a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a>()</code> </td>
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<p>constructor for amortizing or non-amortizing bonds. </p>
<p>Redemptions and maturity are calculated from the coupon data, if available. Therefore, redemptions must not be included in the passed cash flows. </p>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_bond.html">Bond</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>
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<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>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>faceAmount</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>maturityDate</em>, </td>
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<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>
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<td class="paramtype">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & </td>
<td class="paramname"><em>cashflows</em> = <code><a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a>()</code> </td>
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<p>old constructor for non amortizing bonds. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000060">Warning:</a></b></dt><dd>The last passed cash flow must be the bond redemption. No other cash flow can have a date later than the redemption date. </dd></dl>
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<h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a3d53f9669c128dadc74a5d044a7c8e68">◆ </a></span>deepUpdate()</h2>
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<td class="memname">void deepUpdate </td>
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<p>This method allows to explicitly update the instance itself and nested observers. If notifications are disabled a call to this method ensures an update of such nested observers. It should be implemented in derived classes whenever applicable </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">Observer</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a6492fba1a8496caeaaa19e4bbff6b683">◆ </a></span>cashflows()</h2>
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<td class="memname">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & cashflows </td>
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<dl class="section note"><dt>Note</dt><dd>returns all the cashflows, including the redemptions. </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#ac57e46aa03785ac865aff22e02cf597a">◆ </a></span>redemptions()</h2>
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<td class="memname">const <a class="el" href="namespace_quant_lib.html#afd0d2e08465e4b7e928c75416bd8dc4b">Leg</a> & redemptions </td>
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<p>returns just the redemption flows (not interest payments) </p>
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<h2 class="memtitle"><span class="permalink"><a href="#ace4220e0564e09876f2b237795317f99">◆ </a></span>redemption()</h2>
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<td class="memname">const ext::shared_ptr<<a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a>>& redemption </td>
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<p>returns the redemption, if only one is defined </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a04c101af83206923fd686044725444a7">◆ </a></span>cleanPrice() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice </td>
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<p>theoretical clean price </p>
<p>The default bond settlement is used for calculation.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000061">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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<h2 class="memtitle"><span class="permalink"><a href="#a85c4207ffe9e1f712dfa6f1b3a9824f6">◆ </a></span>dirtyPrice() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> dirtyPrice </td>
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<p>theoretical dirty price </p>
<p>The default bond settlement is used for calculation.</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000062">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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<h2 class="memtitle"><span class="permalink"><a href="#a6b545296278fc4c697dee74e20218a14">◆ </a></span>settlementValue() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> settlementValue </td>
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<p>theoretical settlement value </p>
<p>The default bond settlement date is used for calculation. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a468b1b1e7f434efc095665fe529b10ff">◆ </a></span>yield() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">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="paramname"><em>comp</em>, </td>
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<td class="paramtype"><a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"><em>freq</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em> = <code>1.0e-8</code>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>maxEvaluations</em> = <code>100</code>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>guess</em> = <code>0.05</code>, </td>
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<td class="paramname"><em>priceType</em> = <code>Bond::Price::Clean</code> </td>
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<p>theoretical bond yield </p>
<p>The default bond settlement and theoretical price are used for calculation. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#afacef06afb3317807a8d12ad211e7908">◆ </a></span>cleanPrice() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cleanPrice </td>
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<td class="paramname"><em>yield</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="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>
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<p>clean price given a yield and settlement date </p>
<p>The default bond settlement is used if no date is given. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#add8409e080f9fffd6116c0dca00455f3">◆ </a></span>dirtyPrice() <span class="overload">[2/2]</span></h2>
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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>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<p>dirty price given a yield and settlement date </p>
<p>The default bond settlement is used if no date is given. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a8ac855fc962a3ed47e953d42df7235b2">◆ </a></span>settlementValue() <span class="overload">[2/2]</span></h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> settlementValue </td>
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<p>settlement value as a function of the clean price </p>
<p>The default bond settlement date is used for calculation. </p>
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<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> yield </td>
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<td class="paramtype"><a class="el" href="namespace_quant_lib.html#a2779d04b4839fd386b5c85bbb96aaf73">Compounding</a> </td>
<td class="paramname"><em>comp</em>, </td>
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<td class="paramname"><em>freq</em>, </td>
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<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
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<p>yield given a (clean) price and settlement date </p>
<p>The default bond settlement is used if no date is given. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a517807ce48c857066d1427431698270e">◆ </a></span>accruedAmount()</h2>
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<td class="memname">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accruedAmount </td>
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<p>accrued amount at a given date </p>
<p>The default bond settlement is used if no date is given. </p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_b_t_p.html#a480521ba30a51962e09bddd5fbb59036">BTP</a>, and <a class="el" href="class_quant_lib_1_1_c_c_t_e_u.html#a480521ba30a51962e09bddd5fbb59036">CCTEU</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a0369a9b31feec557dc2e2fdff119fac7">◆ </a></span>nextCouponRate()</h2>
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<td class="memname">virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> nextCouponRate </td>
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<td class="paramname"><em>d</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code></td><td>)</td>
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<p>Expected next coupon: depending on (the bond and) the given date the coupon can be historic, deterministic or expected in a stochastic sense. When the bond settlement date is used the coupon is the already-fixed not-yet-paid one.</p>
<p>The current bond settlement is used if no date is given. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#a3180af5b636ecc0d353b5e08060528c6">◆ </a></span>previousCouponRate()</h2>
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<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> previousCouponRate </td>
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<td class="paramname"><em>d</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code></td><td>)</td>
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<p>Previous coupon already paid at a given date. </p>
<p>Expected previous coupon: depending on (the bond and) the given date the coupon can be historic, deterministic or expected in a stochastic sense. When the bond settlement date is used the coupon is the last paid one.</p>
<p>The current bond settlement is used if no date is given. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#aef24082dd24f1330f587e552a7dc4f69">◆ </a></span>setupExpired()</h2>
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<td class="memname">void setupExpired </td>
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<p>This method must leave the instrument in a consistent state when the expiration condition is met. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#aef24082dd24f1330f587e552a7dc4f69">Instrument</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aedcb8928d5516b30b46f0234d20c9539">◆ </a></span>setupArguments()</h2>
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<td class="memname">void setupArguments </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_instrument.html#aedcb8928d5516b30b46f0234d20c9539">Instrument</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a7992b88ae5ce8f95759515943d0311da">◆ </a></span>fetchResults()</h2>
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<td class="memname">void fetchResults </td>
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<p>When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a7992b88ae5ce8f95759515943d0311da">Instrument</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a445d1870569644f947a7cbb0651bf193">◆ </a></span>addRedemptionsToCashflows()</h2>
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<td class="memname">void addRedemptionsToCashflows </td>
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<td class="paramname"><em>redemptions</em> = <code>std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code></td><td>)</td>
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<p>This method can be called by derived classes in order to build redemption payments from the existing cash flows. It must be called after setting up the cashflows_ vector and will fill the notionalSchedule_, notionals_, and redemptions_ data members.</p>
<p>If given, the elements of the redemptions vector will multiply the amount of the redemption cash flow. The elements will be taken in base 100, i.e., a redemption equal to 100 does not modify the amount.</p>
<dl class="section pre"><dt>Precondition</dt><dd>The cashflows_ vector must contain at least one coupon and must be sorted by date. </dd></dl>
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<h2 class="memtitle"><span class="permalink"><a href="#a9eceb95571e735431b3c0a67a439659f">◆ </a></span>setSingleRedemption() <span class="overload">[1/2]</span></h2>
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<td class="memname">void setSingleRedemption </td>
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<p>This method can be called by derived classes in order to build a bond with a single redemption payment. It will fill the notionalSchedule_, notionals_, and redemptions_ data members. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#afd685fa2cc0eaf9c808be6d9900e14c3">◆ </a></span>setSingleRedemption() <span class="overload">[2/2]</span></h2>
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<td class="memname">void setSingleRedemption </td>
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<p>This method can be called by derived classes in order to build a bond with a single redemption payment. It will fill the notionalSchedule_, notionals_, and redemptions_ data members. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#adfc5a4fc3cacb1b1b7634950f25d614e">◆ </a></span>calculateNotionalsFromCashflows()</h2>
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<td class="memname">void calculateNotionalsFromCashflows </td>
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<p>used internally to collect notional information from the coupons. It should not be called by derived classes, unless they already provide redemption cash flows (in which case they must set up the redemptions_ data member independently). It will fill the notionalSchedule_ and notionals_ data members. </p>
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