ql/CashFlows/cashflowvectors.hpp File Reference
Detailed Description
Cash flow vector builders.
#include <ql/cashflow.hpp>
#include <ql/Indexes/xibor.hpp>
#include <ql/schedule.hpp>
Include dependency graph for cashflowvectors.hpp:

Namespaces | |
namespace | QuantLib |
Functions | |
std::vector< boost::shared_ptr< CashFlow > > | QuantLib::FixedRateCouponVector (const Schedule &schedule, BusinessDayConvention paymentAdjustment, const std::vector< Real > &nominals, const std::vector< Rate > &couponRates, const DayCounter &dayCount, const DayCounter &firstPeriodDayCount=DayCounter()) |
helper function building a sequence of fixed rate coupons | |
std::vector< boost::shared_ptr< CashFlow > > | QuantLib::FloatingRateCouponVector (const Schedule &schedule, BusinessDayConvention paymentAdjustment, const std::vector< Real > &nominals, const boost::shared_ptr< Xibor > &index, Integer fixingDays, const std::vector< Spread > &spreads=std::vector< Spread >(), const DayCounter &dayCounter=DayCounter()) |
helper function building a sequence of par coupons | |
std::vector< boost::shared_ptr< CashFlow > > | QuantLib::DividendVector (const std::vector< Date > ÷ndDates, const std::vector< Real > ÷nds) |
helper function building a sequence of dividends |