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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>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Functions

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


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