Schedule Class Reference

#include <ql/schedule.hpp>

List of all members.


Detailed Description

Payment schedule.
Examples:

BermudanSwaption.cpp, ConvertibleBonds.cpp, and swapvaluation.cpp.


Iterators

typedef std::vector< Date
>::const_iterator 
const_iterator
const_iterator begin () const
const_iterator end () const

Public Member Functions

 Schedule (const Calendar &calendar, const Date &startDate, const Date &endDate, Frequency frequency, BusinessDayConvention convention, const Date &stubDate=Date(), bool startFromEnd=false, bool longFinal=false)
 Schedule (const Calendar &calendar, const Date &startDate, const Date &endDate, const Period &tenor, BusinessDayConvention convention, const Date &stubDate=Date(), bool startFromEnd=false, bool longFinal=false)
Frequency frequency () const
 Schedule (const std::vector< Date > &, const Calendar &calendar=NullCalendar(), BusinessDayConvention convention=Unadjusted)
 Schedule (const Date &effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, bool backward, bool endOfMonth, const Date &firstDate=Date(), const Date &nextToLastDate=Date())
Date access
Size size () const
const Dateoperator[] (Size i) const
const Dateat (Size i) const
const Datedate (Size i) const
const std::vector< Date > & dates () const
bool isRegular (Size i) const
Other inspectors
const Calendarcalendar () const
const DatestartDate () const
const DateendDate () const
const Periodtenor () const
BusinessDayConvention businessDayConvention () const


Constructor & Destructor Documentation

Schedule ( const Calendar calendar,
const Date startDate,
const Date endDate,
Frequency  frequency,
BusinessDayConvention  convention,
const Date stubDate = Date(),
bool  startFromEnd = false,
bool  longFinal = false 
)

Deprecated:
use other constructors instead

Schedule ( const Calendar calendar,
const Date startDate,
const Date endDate,
const Period tenor,
BusinessDayConvention  convention,
const Date stubDate = Date(),
bool  startFromEnd = false,
bool  longFinal = false 
)

Deprecated:
use other constructors instead