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cashflowvectors.hpp File Reference

Cash flow vector builders. More...

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Namespaces

namespace  QuantLib

Functions

Rate QuantLib::detail::effectiveFixedRate (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)
template<typename InterestRateIndexType , typename FloatingCouponType , typename DigitalCouponType >
Leg QuantLib::FloatingDigitalLeg (const Schedule &schedule, const std::vector< Real > &nominals, const boost::shared_ptr< InterestRateIndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, bool isInArrears, const std::vector< Rate > &callStrikes, Position::Type callPosition, bool isCallATMIncluded, const std::vector< Rate > &callDigitalPayoffs, const std::vector< Rate > &putStrikes, Position::Type putPosition, bool isPutATMIncluded, const std::vector< Rate > &putDigitalPayoffs, const boost::shared_ptr< DigitalReplication > &replication)
template<typename InterestRateIndexType , typename FloatingCouponType , typename CappedFlooredCouponType >
Leg QuantLib::FloatingLeg (const Schedule &schedule, const std::vector< Real > &nominals, const boost::shared_ptr< InterestRateIndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, bool isInArrears, bool isZero)
bool QuantLib::detail::noOption (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)

Detailed Description

Cash flow vector builders.

Definition in file cashflowvectors.hpp.


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