ql/CashFlows/indexedcashflowvectors.hpp File Reference


Detailed Description

Indexed cash-flow vector builders.

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

Include dependency graph for indexedcashflowvectors.hpp:


Namespaces

namespace  QuantLib

Functions

template<class IndexedCouponType, class IndexType>
std::vector< boost::shared_ptr<
CashFlow > > 
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