Schedule Class Reference
#include <ql/schedule.hpp>
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 Date & | operator[] (Size i) const |
const Date & | at (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 |
const Period & | tenor () 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