amortizingfixedratebond.cpp File Reference

#include <ql/instruments/bonds/amortizingfixedratebond.hpp>
#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/time/schedule.hpp>

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Namespaces
namespace	QuantLib

Functions
Schedule	sinkingSchedule (const Date &startDate, const Period &bondLength, const Frequency &frequency, const Calendar &paymentCalendar)
	returns a schedule for French amortization More...
std::vector< Real >	sinkingNotionals (const Period &bondLength, const Frequency &frequency, Rate couponRate, Real initialNotional)
	returns a sequence of notionals for French amortization More...