quantlib.instruments.bonds.fixedratebond.

FixedRateBond

class FixedRateBond(Natural settlement_days, Real face_amount, Schedule schedule, vector[Rate] coupons, DayCounter accrual_day_counter, BusinessDayConvention payment_convention=Following, Real redemption=100.0, Date issue_date=Date(), Calendar payment_calendar=Calendar(), Period ex_coupon_period=Period(), Calendar ex_coupon_calendar=Calendar(), BusinessDayConvention ex_coupon_convention=Unadjusted, bool ex_coupon_end_of_month=False, DayCounter first_period_day_counter=DayCounter())

Bases: Bond

Fixed rate bond.

Support:

• simple annual compounding coupon rates

Unsupported: (needs interfacing)

• simple annual compounding coupon rates with internal schedule calculation

• generic compounding and frequency InterestRate coupons

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.