diff --git a/ql/instruments/bonds/amortizingcmsratebond.cpp b/ql/instruments/bonds/amortizingcmsratebond.cpp
index cce3e5638f9..ae6945c9f2f 100644
--- a/ql/instruments/bonds/amortizingcmsratebond.cpp
+++ b/ql/instruments/bonds/amortizingcmsratebond.cpp
@@ -38,7 +38,8 @@ namespace QuantLib {
                                     const std::vector<Rate>& caps,
                                     const std::vector<Rate>& floors,
                                     bool inArrears,
-                                    const Date& issueDate)
+                                    const Date& issueDate,
+                                    const std::vector<Real>& redemptions)
     : Bond(settlementDays, schedule.calendar(), issueDate) {
 
         maturityDate_ = schedule.endDate();
@@ -54,7 +55,7 @@ namespace QuantLib {
             .withFloors(floors)
             .inArrears(inArrears);
 
-        addRedemptionsToCashflows();
+        addRedemptionsToCashflows(redemptions);
 
         QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");
 
diff --git a/ql/instruments/bonds/amortizingcmsratebond.hpp b/ql/instruments/bonds/amortizingcmsratebond.hpp
index 0a045d4e9c5..bd7e92beae5 100644
--- a/ql/instruments/bonds/amortizingcmsratebond.hpp
+++ b/ql/instruments/bonds/amortizingcmsratebond.hpp
@@ -47,9 +47,10 @@ namespace QuantLib {
                     const std::vector<Rate>& caps = {},
                     const std::vector<Rate>& floors = {},
                     bool inArrears = false,
-                    const Date& issueDate = Date());
+                    const Date& issueDate = Date(),
+                    const std::vector<Real>& redemptions = { 100.0 });
     };
-
+    
 }
 
 #endif
diff --git a/ql/instruments/bonds/amortizingfixedratebond.cpp b/ql/instruments/bonds/amortizingfixedratebond.cpp
index 8d912dd3ae6..df77edda995 100644
--- a/ql/instruments/bonds/amortizingfixedratebond.cpp
+++ b/ql/instruments/bonds/amortizingfixedratebond.cpp
@@ -35,7 +35,9 @@ namespace QuantLib {
                                       const Period& exCouponPeriod,
                                       const Calendar& exCouponCalendar,
                                       const BusinessDayConvention exCouponConvention,
-                                      bool exCouponEndOfMonth)
+                                      bool exCouponEndOfMonth,
+                                      const std::vector<Real>& redemptions,
+                                      Natural paymentLag)
     : Bond(settlementDays, schedule.calendar(), issueDate),
       frequency_(schedule.tenor().frequency()),
       dayCounter_(accrualDayCounter) {
@@ -49,9 +51,10 @@ namespace QuantLib {
             .withExCouponPeriod(exCouponPeriod,
                                 exCouponCalendar,
                                 exCouponConvention,
-                                exCouponEndOfMonth);
+                                exCouponEndOfMonth)
+            .withPaymentLag(paymentLag);
 
-        addRedemptionsToCashflows();
+        addRedemptionsToCashflows(redemptions);
 
         QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");
     }
@@ -89,6 +92,7 @@ namespace QuantLib {
         addRedemptionsToCashflows();
     }
 
+  
     AmortizingFixedRateBond::AmortizingFixedRateBond(
                                       Natural settlementDays,
                                       const std::vector<Real>& notionals,
diff --git a/ql/instruments/bonds/amortizingfixedratebond.hpp b/ql/instruments/bonds/amortizingfixedratebond.hpp
index 56e52ec0070..2f2cc8ffef5 100644
--- a/ql/instruments/bonds/amortizingfixedratebond.hpp
+++ b/ql/instruments/bonds/amortizingfixedratebond.hpp
@@ -34,7 +34,7 @@ namespace QuantLib {
     //! amortizing fixed-rate bond
     class AmortizingFixedRateBond : public Bond {
       public:
-        AmortizingFixedRateBond(Natural settlementDays,
+      AmortizingFixedRateBond(Natural settlementDays,
                                 const std::vector<Real>& notionals,
                                 const Schedule& schedule,
                                 const std::vector<Rate>& coupons,
@@ -44,7 +44,10 @@ namespace QuantLib {
                                 const Period& exCouponPeriod = Period(),
                                 const Calendar& exCouponCalendar = Calendar(),
                                 BusinessDayConvention exCouponConvention = Unadjusted,
-                                bool exCouponEndOfMonth = false);
+                                bool exCouponEndOfMonth = false,
+                                const std::vector<Real>& redemptions = { 100.0 },
+                                Natural PaymentLag = 0);
+
 
         /*! \deprecated Use the other constructor after calling sinkingSchedule
                         and sinkingNotionals to generate the required parameters.
@@ -79,6 +82,7 @@ namespace QuantLib {
                                 BusinessDayConvention exCouponConvention = Unadjusted,
                                 bool exCouponEndOfMonth = false);
 
+ 
         Frequency frequency() const { return frequency_; }
         const DayCounter& dayCounter() const { return dayCounter_; }
       protected:
diff --git a/ql/instruments/bonds/amortizingfloatingratebond.cpp b/ql/instruments/bonds/amortizingfloatingratebond.cpp
index be7366d3a05..13b597f07de 100644
--- a/ql/instruments/bonds/amortizingfloatingratebond.cpp
+++ b/ql/instruments/bonds/amortizingfloatingratebond.cpp
@@ -25,14 +25,15 @@
 
 namespace QuantLib {
 
-    AmortizingFloatingRateBond::AmortizingFloatingRateBond(
+
+   AmortizingFloatingRateBond::AmortizingFloatingRateBond(
                                     Natural settlementDays,
                                     const std::vector<Real>& notionals,
                                     const Schedule& schedule,
                                     const ext::shared_ptr<IborIndex>& index,
                                     const DayCounter& paymentDayCounter,
                                     BusinessDayConvention paymentConvention,
-                                    Natural fixingDays,
+                                    Natural fixingDays, Natural paymentLag,
                                     const std::vector<Real>& gearings,
                                     const std::vector<Spread>& spreads,
                                     const std::vector<Rate>& caps,
@@ -42,7 +43,8 @@ namespace QuantLib {
                                     const Period& exCouponPeriod,
                                     const Calendar& exCouponCalendar,
                                     const BusinessDayConvention exCouponConvention,
-                                    bool exCouponEndOfMonth)
+                                    bool exCouponEndOfMonth,
+                                    const std::vector<Real>& redemptions)
     : Bond(settlementDays, schedule.calendar(), issueDate) {
 
         maturityDate_ = schedule.endDate();
@@ -52,6 +54,7 @@ namespace QuantLib {
             .withPaymentDayCounter(paymentDayCounter)
             .withPaymentAdjustment(paymentConvention)
             .withFixingDays(fixingDays)
+            .withPaymentLag(paymentLag)
             .withGearings(gearings)
             .withSpreads(spreads)
             .withCaps(caps)
@@ -62,7 +65,7 @@ namespace QuantLib {
                                 exCouponEndOfMonth)
             .inArrears(inArrears);
 
-        addRedemptionsToCashflows();
+        addRedemptionsToCashflows(redemptions);
 
         QL_ENSURE(!cashflows().empty(), "bond with no cashflows!");
 
diff --git a/ql/instruments/bonds/amortizingfloatingratebond.hpp b/ql/instruments/bonds/amortizingfloatingratebond.hpp
index 071cad71f47..46353fac820 100644
--- a/ql/instruments/bonds/amortizingfloatingratebond.hpp
+++ b/ql/instruments/bonds/amortizingfloatingratebond.hpp
@@ -34,6 +34,7 @@ namespace QuantLib {
     //! amortizing floating-rate bond (possibly capped and/or floored)
     class AmortizingFloatingRateBond : public Bond {
       public:
+        
         AmortizingFloatingRateBond(Natural settlementDays,
                                    const std::vector<Real>& notional,
                                    const Schedule& schedule,
@@ -41,6 +42,7 @@ namespace QuantLib {
                                    const DayCounter& accrualDayCounter,
                                    BusinessDayConvention paymentConvention = Following,
                                    Natural fixingDays = Null<Natural>(),
+                                   Natural paymentLag = Null<Natural>(),
                                    const std::vector<Real>& gearings = { 1.0 },
                                    const std::vector<Spread>& spreads = { 0.0 },
                                    const std::vector<Rate>& caps = {},
@@ -50,9 +52,10 @@ namespace QuantLib {
                                    const Period& exCouponPeriod = Period(),
                                    const Calendar& exCouponCalendar = Calendar(),
                                    BusinessDayConvention exCouponConvention = Unadjusted,
-                                   bool exCouponEndOfMonth = false);
-    };
-
+                                   bool exCouponEndOfMonth = false,
+                                   const std::vector<Real>& redemptions = { 100.0 });
+  };
+  
 }
 
 #endif