bondBuilder.hpp
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File contains definition of FixedIncomeBond.
BuildBond & withFaceValue(const double &)
sets face value for zero-coupon bond
Definition: bondBuilder.cpp:71
BuildBond & withMaturityDate(const Date &)
sets maturity date
Definition: bondBuilder.cpp:42
Date start_date_
Date from which bond starts to accrue value.
Definition: bondBuilder.hpp:58
Class implements builder design pattern supporting construction of bonds.
Definition: bondBuilder.hpp:26
BuildBond & withMargin(const double &)
sets bond margin
Definition: bondBuilder.cpp:78
Definition: cadHoliday.cpp:3
BuildBond & withInterestRate(const InterestRate &)
sets interest rate convention
Definition: bondBuilder.cpp:85
BuildBond & withTenor(const Tenor &)
sets maturity
Definition: bondBuilder.cpp:50
BuildBond & withCoupon(const double &)
sets bond coupon
Definition: bondBuilder.cpp:64
double face_amount_
Face amount of Zero coupon bond.
Definition: bondBuilder.hpp:56
Class implements the bond paying fixed coupon.
Definition: fixedIncomeBond.hpp:22
BuildBond & withCommenceOfTradingDate(const Date &)
sets commence of trading date
Definition: bondBuilder.cpp:35
File contains implementation of ZeroCouponBond.
double margin_
Margin of floating rate bond.
Definition: bondBuilder.hpp:55
File contains definition of FloatingRateBond.
Class implements the bond paying floating coupon.
Definition: floatingRateBond.hpp:22
Frequency payment_frequency_
Frequency of payment.
Definition: bondBuilder.hpp:65
BuildBond & withFrequencyOfPayment(const Frequency &)
sets frequency of payment
Definition: bondBuilder.cpp:57
Date maturity_date_
Calendar used by a curve.
Definition: bondBuilder.hpp:60
BuildBond & usingCalendar(const Calendar &)
sets calendar
Definition: bondBuilder.cpp:21
void datesCalculation()
calculates
Definition: bondBuilder.cpp:109
BuildBond & withNotional(const double &)
sets notional
Definition: bondBuilder.cpp:14
Date commence_of_trading_date_
Bond issue date.
Definition: bondBuilder.hpp:59
The class implements the concept of interest rate.
Definition: interestRate.hpp:25
Calendar calendar_
Calendar used to construct the bond.
Definition: bondBuilder.hpp:57
BuildBond & withStartDate(const Date &)
sets start date
Definition: bondBuilder.cpp:28