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

Attributes:

earliest_date

implied_quote

latest_date

maturity_date

quote

Methods

update(self)