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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006 Allen Kuo
Copyright (C) 2022 Marcin Rybacki
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file fixedratebondforward.hpp
\brief forward contract on a fixed-rate bond
*/
#ifndef quantlib_fixed_rate_bond_forward_hpp
#define quantlib_fixed_rate_bond_forward_hpp
#include <ql/instruments/bondforward.hpp>
#include <ql/instruments/bonds/fixedratebond.hpp>
namespace QuantLib {
//! %Forward contract on a fixed-rate bond
/*! \deprecated Use BondForward instead. */
class QL_DEPRECATED FixedRateBondForward : public BondForward {
public:
FixedRateBondForward(
const Date& valueDate,
const Date& maturityDate,
Position::Type type,
Real strike,
Natural settlementDays,
const DayCounter& dayCounter,
const Calendar& calendar,
BusinessDayConvention businessDayConvention,
const ext::shared_ptr<FixedRateBond>& fixedRateBond,
const Handle<YieldTermStructure>& discountCurve = Handle<YieldTermStructure>(),
const Handle<YieldTermStructure>& incomeDiscountCurve = Handle<YieldTermStructure>())
: BondForward(valueDate,
maturityDate,
type,
strike,
settlementDays,
dayCounter,
calendar,
businessDayConvention,
fixedRateBond,
discountCurve,
incomeDiscountCurve) {}
};
}
#endif
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