QuantLib 0.3.11
http://quantlib.org
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The QuantLib group
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Reference manual
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Examples
QuantLib
::
Schedule
Schedule Class Reference
#include <ql/schedule.hpp>
List of all members.
Detailed Description
Payment schedule.
Examples:
BermudanSwaption.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 std::vector<
Date
> &, const
Calendar
&calendar=
NullCalendar
(),
BusinessDayConvention
convention=Unadjusted)
Date access
Size
size
() const
const
Date
&
operator[]
(
Size
i) const
const
Date
&
date
(
Size
i) const
const std::vector<
Date
> &
dates
() const
bool
isRegular
(
Size
i) const
Other inspectors
const
Calendar
&
calendar
() const
const
Date
&
startDate
() const
const
Date
&
endDate
() const
Frequency
frequency
() const
BusinessDayConvention
businessDayConvention
() const
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