8596367794

Committed 08 Apr 2024 07:41AM UTC coverage: 72.497%. Remained the same

Build # 8596367794

Build Type

push

github

Committed by

web-flow

Commit Message

Pass Schedule by value and move (#1942)

Run Details

55 of 68 new or added lines in 27 files covered. (80.88%)

1 existing line in 1 file now uncovered.

54964 of 75816 relevant lines covered (72.5%)

8676660.23 hits per line

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0.0

/ql/instruments/bonds/amortizingfloatingratebond.cpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2008 Simon Ibbotson

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#include <ql/instruments/bonds/amortizingfloatingratebond.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/time/schedule.hpp>
#include <ql/indexes/iborindex.hpp>

namespace QuantLib {

    AmortizingFloatingRateBond::AmortizingFloatingRateBond(
                                    Natural settlementDays,
                                    const std::vector<Real>& notionals,
                                    Schedule schedule,
                                    const ext::shared_ptr<IborIndex>& index,
                                    const DayCounter& paymentDayCounter,
                                    BusinessDayConvention paymentConvention,
                                    Natural fixingDays,
                                    const std::vector<Real>& gearings,
                                    const std::vector<Spread>& spreads,
                                    const std::vector<Rate>& caps,
                                    const std::vector<Rate>& floors,
                                    bool inArrears,
                                    const Date& issueDate,
                                    const Period& exCouponPeriod,
                                    const Calendar& exCouponCalendar,
                                    const BusinessDayConvention exCouponConvention,
                                    bool exCouponEndOfMonth,
                                    const std::vector<Real>& redemptions,
                                    Integer paymentLag)
    : Bond(settlementDays, schedule.calendar(), issueDate) {

        maturityDate_ = schedule.endDate();

        cashflows_ = IborLeg(std::move(schedule), index)
            .withNotionals(notionals)
            .withPaymentDayCounter(paymentDayCounter)
            .withPaymentAdjustment(paymentConvention)
            .withFixingDays(fixingDays)
            .withPaymentLag(paymentLag)
            .withGearings(gearings)
            .withSpreads(spreads)
            .withCaps(caps)
            .withFloors(floors)
            .withExCouponPeriod(exCouponPeriod,
                                exCouponCalendar,
                                exCouponConvention,
                                exCouponEndOfMonth)
            .inArrears(inArrears);

        addRedemptionsToCashflows(redemptions);

        QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");

        registerWith(index);
    }

}

1	/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3	/*
4	Copyright (C) 2008 Simon Ibbotson
5
6	This file is part of QuantLib, a free-software/open-source library
7	for financial quantitative analysts and developers - http://quantlib.org/
8
9	QuantLib is free software: you can redistribute it and/or modify it
10	under the terms of the QuantLib license. You should have received a
11	copy of the license along with this program; if not, please email
12	<quantlib-dev@lists.sf.net>. The license is also available online at
13	<http://quantlib.org/license.shtml>.
14
15	This program is distributed in the hope that it will be useful, but WITHOUT
16	ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17	FOR A PARTICULAR PURPOSE. See the license for more details.
18	*/
19
20	#include <ql/instruments/bonds/amortizingfloatingratebond.hpp>
21	#include <ql/cashflows/iborcoupon.hpp>
22	#include <ql/cashflows/simplecashflow.hpp>
23	#include <ql/time/schedule.hpp>
24	#include <ql/indexes/iborindex.hpp>
25
26	namespace QuantLib {
27
28	AmortizingFloatingRateBond::AmortizingFloatingRateBond(	×
29	Natural settlementDays,
30	const std::vector<Real>& notionals,
31	Schedule schedule,
32	const ext::shared_ptr<IborIndex>& index,
33	const DayCounter& paymentDayCounter,
34	BusinessDayConvention paymentConvention,
35	Natural fixingDays,
36	const std::vector<Real>& gearings,
37	const std::vector<Spread>& spreads,
38	const std::vector<Rate>& caps,
39	const std::vector<Rate>& floors,
40	bool inArrears,
41	const Date& issueDate,
42	const Period& exCouponPeriod,
43	const Calendar& exCouponCalendar,
44	const BusinessDayConvention exCouponConvention,
45	bool exCouponEndOfMonth,
46	const std::vector<Real>& redemptions,
47	Integer paymentLag)	×
48	: Bond(settlementDays, schedule.calendar(), issueDate) {	×
49
50	maturityDate_ = schedule.endDate();	×
51
NEW 52	cashflows_ = IborLeg(std::move(schedule), index)	×
53	.withNotionals(notionals)	×
54	.withPaymentDayCounter(paymentDayCounter)	×
55	.withPaymentAdjustment(paymentConvention)	×
56	.withFixingDays(fixingDays)	×
57	.withPaymentLag(paymentLag)	×
58	.withGearings(gearings)	×
59	.withSpreads(spreads)	×
60	.withCaps(caps)	×
61	.withFloors(floors)	×
62	.withExCouponPeriod(exCouponPeriod,	×
63	exCouponCalendar,
64	exCouponConvention,
65	exCouponEndOfMonth)
66	.inArrears(inArrears);	×
67
68	addRedemptionsToCashflows(redemptions);	×
69
70	QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");	×
71
72	registerWith(index);	×
73	}	×
74
75	}

lballabio / QuantLib / 8596367794

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