quantlib.instruments.bonds.amortizingfloatingratebond.

AmortizingFloatingRateBond

class AmortizingFloatingRateBond(Natural settlement_days, vector[Real] notional, Schedule schedule, IborIndex index, DayCounter accrual_day_counter, BusinessDayConvention payment_convention=Following, Natural fixing_days=Null[Natural](), vector[Real] gearings=[1.0], vector[Spread] spreads=[0.0], vector[Rate] caps=[], vector[Rate] floors=[], bool in_arrears=False, Date issue_date=Date(), Period ex_coupon_period=Period(), Calendar ex_coupon_calendar=Calendar(), BusinessDayConvention ex_coupon_convention=Unadjusted, bool ex_coupon_end_of_month=False, vector[Real] redemptions=[100.0], Integer payment_lag=0)

Bases: Bond

Attributes:

calendar

quantlib.time.date.calendar.Calendar

cashflows

Leg: cash flow stream

dirty_price

Bond dirty price

error_estimate

Real: error estimate on the NPV when available

is_expired

bool: whether the instrument might have value greater than zero.

issue_date

Date: Bond issue date

maturity_date

Date: Bond maturity date

net_present_value

The net present value of the instrument.

npv

A shortcut to the net_present_value property.

settlement_days

int

start_date

Date: Bond start date

valuation_date

Date: the date the net present value refers to.

Methods

accrued_amount(self, Date date=Date)	Returns the bond accrued amount at the given date
bond_yield(self, Price price, DayCounter dc, ...)	Return the yield given a price and settlement date
clean_price(self, *args)
notional(self, Date date=Date)
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine to be used.
settlement_date(self, Date from_date=Date)	Returns the bond settlement date after the given date.