QuantLib 0.3.11
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Reference manual
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Cashflows Member ListThis is the complete list of members for Cashflows, including all inherited members.
convexity(const std::vector< boost::shared_ptr< CashFlow > > &, const InterestRate &, Date settlementDate=Date()) | Cashflows | [static] |
duration(const std::vector< boost::shared_ptr< CashFlow > > &, Real marketPrice, const InterestRate &, Duration::Type type=Duration::Simple, Date settlementDate=Date()) | Cashflows | [static] |
irr(const std::vector< boost::shared_ptr< CashFlow > > &, Real marketPrice, const DayCounter &dayCounter, Compounding compounding, Frequency frequency=NoFrequency, Date settlementDate=Date(), Real tolerance=1.0e-10, Size maxIterations=10000, Rate guess=0.05) | Cashflows | [static] |
npv(const std::vector< boost::shared_ptr< CashFlow > > &, const Handle< YieldTermStructure > &) | Cashflows | [static] |
npv(const std::vector< boost::shared_ptr< CashFlow > > &, const InterestRate &, Date settlementDate=Date()) | Cashflows | [static] |
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