/usr/include/ql/instruments/bonds/fixedratebond.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2004 Jeff Yu
Copyright (C) 2004 M-Dimension Consulting Inc.
Copyright (C) 2005 StatPro Italia srl
Copyright (C) 2007, 2008, 2010 Ferdinando Ametrano
Copyright (C) 2009 Piter Dias
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 fixedratebond.hpp
\brief fixed-rate bond
*/
#ifndef quantlib_fixed_rate_bond_hpp
#define quantlib_fixed_rate_bond_hpp
#include <ql/instruments/bond.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/interestrate.hpp>
namespace QuantLib {
class Schedule;
//! fixed-rate bond
/*! \ingroup instruments
\test calculations are tested by checking results against
cached values.
*/
class FixedRateBond : public Bond {
public:
//! simple annual compounding coupon rates
FixedRateBond(Natural settlementDays,
Real faceAmount,
const Schedule& schedule,
const std::vector<Rate>& coupons,
const DayCounter& accrualDayCounter,
BusinessDayConvention paymentConvention = Following,
Real redemption = 100.0,
const Date& issueDate = Date(),
const Calendar& paymentCalendar = Calendar());
/*! simple annual compounding coupon rates
with internal schedule calculation */
FixedRateBond(Natural settlementDays,
const Calendar& couponCalendar,
Real faceAmount,
const Date& startDate,
const Date& maturityDate,
const Period& tenor,
const std::vector<Rate>& coupons,
const DayCounter& accrualDayCounter,
BusinessDayConvention accrualConvention = Following,
BusinessDayConvention paymentConvention = Following,
Real redemption = 100.0,
const Date& issueDate = Date(),
const Date& stubDate = Date(),
DateGeneration::Rule rule = DateGeneration::Backward,
bool endOfMonth = false,
const Calendar& paymentCalendar = Calendar());
//! generic compounding and frequency InterestRate coupons
FixedRateBond(Natural settlementDays,
Real faceAmount,
const Schedule& schedule,
const std::vector<InterestRate>& coupons,
BusinessDayConvention paymentConvention = Following,
Real redemption = 100.0,
const Date& issueDate = Date(),
const Calendar& paymentCalendar = Calendar());
Frequency frequency() const { return frequency_; }
const DayCounter& dayCounter() const { return dayCounter_; }
protected:
Frequency frequency_;
DayCounter dayCounter_;
};
}
#endif
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