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

cashflows

cash flow stream as a Leg.

clean_price

Bond clean price.

dirty_price

Bond dirty price

error_estimate

Instrument.error_estimate: Real

is_expired

Instrument.is_expired: bool

issue_date

Bond issue date

maturity_date

Bond maturity date

net_present_value

Instrument net present value.

npv

Shortcut to the net_present_value property.

settlement_days

start_date

Bond start date

valuation_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
notional(self, Date date=Date)
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine.
settlement_date(self, Date from_date=Date)	Returns the bond settlement date after the given date.