TipsVal
Valuation library for inflation-indexed bonds
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AndrewKalotayAssociates::Common::Input::BulletBond Struct Reference

Terms of a bond without calls or puts. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 BulletBond ()
 Default constructor leaves everything uninitialized.
 

Public Attributes

BondType::type type
 
CommonTerms common_terms
 
CouponTerms coupon_terms
 
Date first_coupon_date
 Start of second coupon period after issue.
 
Date penultimate_coupon_date
 Start of last coupon period.
 
Array< CouponParameterscoupon_schedule
 
Array< PrincipalPaymentprincipal_payments
 If sinking or amortizing bond, set up principal payment schedule.
 

Detailed Description

Terms of a bond without calls or puts.

Member Data Documentation

◆ coupon_schedule

Array<CouponParameters> AndrewKalotayAssociates::Common::Input::BulletBond::coupon_schedule

Schedule of coupon terms

If fixed, set up only one item

If floating after effective date, set up two items, one for the current coupon period which is treated as a fixed coupon and one for future coupon periods

If step, fixed-to-float, or float-to-fixed, set up accordingly

◆ type

BondType::type AndrewKalotayAssociates::Common::Input::BulletBond::type

Standard or range accrual coupons. Leave at default value


The documentation for this struct was generated from the following file: