quantlib.instruments.bonds.floatingratebond.FloatingRateBond
============================================================

.. currentmodule:: quantlib.instruments.bonds.floatingratebond

.. autoclass:: FloatingRateBond
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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