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Sourcecode: quantlib version File versions  Download package

Functions

cashflowvectors.hpp File Reference

Cash flow vector builders. More...

#include <ql/cashflow.hpp>
#include <ql/Indexes/xibor.hpp>
#include <ql/schedule.hpp>
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Functions

std::vector< boost::shared_ptr
< CashFlow > > 
QuantLib::FixedRateCouponVector (const Schedule &schedule, BusinessDayConvention paymentAdjustment, const std::vector< Real > &nominals, const std::vector< Rate > &couponRates, const DayCounter &dayCount, const DayCounter &firstPeriodDayCount=DayCounter())
 helper function building a sequence of fixed rate coupons
std::vector< boost::shared_ptr
< CashFlow > > 
QuantLib::FloatingRateCouponVector (const Schedule &schedule, BusinessDayConvention paymentAdjustment, const std::vector< Real > &nominals, const boost::shared_ptr< Xibor > &index, Integer fixingDays, const std::vector< Spread > &spreads=std::vector< Spread >(), const DayCounter &dayCounter=DayCounter())
 helper function building a sequence of par coupons

Detailed Description

Cash flow vector builders.

Definition in file cashflowvectors.hpp.


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