AmortizingFloatingRateBond Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
AmortizingFloatingRateBond Class Reference

amortizing floating-rate bond (possibly capped and/or floored) More...

`#include <ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp>`

Inheritance diagram for AmortizingFloatingRateBond:
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List of all members.

## Public Member Functions
| AmortizingFloatingRateBond (Natural settlementDays, const std::vector< Real > &notional, const Schedule &schedule, const boost::shared_ptr< IborIndex > &index, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, const Date &issueDate=Date())

## Detailed Description

amortizing floating-rate bond (possibly capped and/or floored)