quantlib.instruments.bonds.amortizingfloatingratebond.AmortizingFloatingRateBond
================================================================================

.. currentmodule:: quantlib.instruments.bonds.amortizingfloatingratebond

.. autoclass:: AmortizingFloatingRateBond
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~AmortizingFloatingRateBond.__init__
      ~AmortizingFloatingRateBond.accrued_amount
      ~AmortizingFloatingRateBond.bond_yield
      ~AmortizingFloatingRateBond.notional
      ~AmortizingFloatingRateBond.set_pricing_engine
      ~AmortizingFloatingRateBond.settlement_date
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~AmortizingFloatingRateBond.calendar
      ~AmortizingFloatingRateBond.cashflows
      ~AmortizingFloatingRateBond.clean_price
      ~AmortizingFloatingRateBond.dirty_price
      ~AmortizingFloatingRateBond.is_expired
      ~AmortizingFloatingRateBond.issue_date
      ~AmortizingFloatingRateBond.maturity_date
      ~AmortizingFloatingRateBond.net_present_value
      ~AmortizingFloatingRateBond.npv
      ~AmortizingFloatingRateBond.settlement_days
      ~AmortizingFloatingRateBond.start_date
      ~AmortizingFloatingRateBond.valuation_date