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())¶
Bases:
BondHelper
- __init__(*args, **kwargs)¶
Methods
__init__
(*args, **kwargs)update
(self)Attributes
earliest_date
implied_quote
latest_date
maturity_date
quote