quantlib.termstructures.yields.bond_helpers.FixedRateBondHelper

class FixedRateBondHelper(Quote clean_price, Natural settlement_days, Real face_amount, Schedule schedule, vector[Rate] coupons, DayCounter day_counter, BusinessDayConvention payment_conv=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, Type price_type=Type.Clean)

Bases: BondHelper

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
update(self)

Attributes

earliest_date
implied_quote
latest_date
maturity_date
quote