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Sourcecode: quantlib version File versions

indexedcashflowvectors.hpp File Reference

Detailed Description

Indexed cash-flow vector builders.

Definition in file indexedcashflowvectors.hpp.

#include <ql/CashFlows/shortindexedcoupon.hpp>
#include <ql/schedule.hpp>

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namespace  QuantLib


template<class IndexedCouponType, class IndexType>
std::vector< boost::shared_ptr
< CashFlow > > 
QuantLib::IndexedCouponVector (const Schedule &schedule, const BusinessDayConvention paymentAdjustment, const std::vector< Real > &nominals, const Integer fixingDays, const boost::shared_ptr< IndexType > &index, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, const DayCounter &dayCounter=DayCounter())
 helper function building a leg of floating coupons

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