Coverage Report

Created: 2025-09-04 07:11

/src/quantlib/ql/instruments/bonds/floatingratebond.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2007 Ferdinando Ametrano
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 Copyright (C) 2007 Chiara Fornarola
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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#include <ql/instruments/bonds/floatingratebond.hpp>
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#include <ql/cashflows/iborcoupon.hpp>
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#include <ql/cashflows/simplecashflow.hpp>
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#include <ql/time/schedule.hpp>
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#include <ql/indexes/swapindex.hpp>
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#include <ql/indexes/iborindex.hpp>
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namespace QuantLib {
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    FloatingRateBond::FloatingRateBond(
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                           Natural settlementDays,
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                           Real faceAmount,
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                           Schedule schedule,
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                           const ext::shared_ptr<IborIndex>& iborIndex,
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                           const DayCounter& paymentDayCounter,
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                           BusinessDayConvention paymentConvention,
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                           Natural fixingDays,
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                           const std::vector<Real>& gearings,
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                           const std::vector<Spread>& spreads,
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                           const std::vector<Rate>& caps,
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                           const std::vector<Rate>& floors,
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                           bool inArrears,
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                           Real redemption,
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                           const Date& issueDate,
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                           const Period& exCouponPeriod,
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                           const Calendar& exCouponCalendar,
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                           const BusinessDayConvention exCouponConvention,
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                           bool exCouponEndOfMonth)
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    : Bond(settlementDays, schedule.calendar(), issueDate) {
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        maturityDate_ = schedule.endDate();
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        cashflows_ = IborLeg(std::move(schedule), iborIndex)
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            .withNotionals(faceAmount)
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            .withPaymentDayCounter(paymentDayCounter)
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            .withPaymentAdjustment(paymentConvention)
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            .withFixingDays(fixingDays)
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            .withGearings(gearings)
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            .withSpreads(spreads)
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            .withCaps(caps)
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            .withFloors(floors)
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            .inArrears(inArrears)
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            .withExCouponPeriod(exCouponPeriod, exCouponCalendar, exCouponConvention, exCouponEndOfMonth);
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        addRedemptionsToCashflows(std::vector<Real>(1, redemption));
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        QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");
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        QL_ENSURE(redemptions_.size() == 1, "multiple redemptions created");
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        registerWith(iborIndex);
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    }
Unexecuted instantiation: QuantLib::FloatingRateBond::FloatingRateBond(unsigned int, double, QuantLib::Schedule, boost::shared_ptr<QuantLib::IborIndex> const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, bool, double, QuantLib::Date const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool)
Unexecuted instantiation: QuantLib::FloatingRateBond::FloatingRateBond(unsigned int, double, QuantLib::Schedule, boost::shared_ptr<QuantLib::IborIndex> const&, QuantLib::DayCounter const&, QuantLib::BusinessDayConvention, unsigned int, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, std::__1::vector<double, std::__1::allocator<double> > const&, bool, double, QuantLib::Date const&, QuantLib::Period const&, QuantLib::Calendar const&, QuantLib::BusinessDayConvention, bool)
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}