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

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
accrued_amount(self, Date date=Date)	Returns the bond accrued amount at the given date
bond_yield(self, Real 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.

Attributes

calendar
cashflows	cash flow stream as a Leg
clean_price	Bond clean price.
dirty_price	Bond dirty price
is_expired
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