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:
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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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