C++ (Cpp) Bond::generateCouponLeg Examples

Example #1

File: BondPriceFileSource.cpp Project: khairulinho/DymonRepo

Bond* BondPriceFileSource::createBondObject(CSVDatabase db, int row){
	int numOfCols=db.at(0).size();
	Bond* tempBond = new Bond();

	for (int i=0;i<numOfCols;i++) {
		String fieldName = db.at(0).at(i);
		String fieldVal = db.at(row).at(i);
		updateMarketObjectField(fieldName, fieldVal, tempBond);
	}		
	tempBond->setTradeDate(dateUtil::dayRollAdjust(dateUtil::getToday(),enums::Following, tempBond->getMarket().getCurrencyEnum()));	
	tempBond->generateCouponLeg();
	tempBond->deriveDirtyPrice();
	return tempBond;
}