- QuantLib
- BTP
Italian BTP (Buono Poliennali del Tesoro) fixed rate bond. More...
#include <ql/instruments/bonds/btp.hpp>

Public Member Functions | |
| BTP (const Date &maturityDate, Rate fixedRate, const Date &startDate=Date(), const Date &issueDate=Date()) | |
| BTP (const Date &maturityDate, Rate fixedRate, Real redemption, const Date &startDate=Date(), const Date &issueDate=Date()) | |
| Rate | yield (Real cleanPrice, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const |
| BTP yield given a (clean) price and settlement date. | |
Italian BTP (Buono Poliennali del Tesoro) fixed rate bond.
| BTP | ( | const Date & | maturityDate, |
| Rate | fixedRate, | ||
| Real | redemption, | ||
| const Date & | startDate = Date(), |
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| const Date & | issueDate = Date() |
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| ) |
constructor needed for legacy non-par redemption BTPs. As of today the only remaining one is IT123456789012 that will redeem 99.999 on xx-may-2037