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 > > | 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 > > | FloatingRateCouponVector (const Schedule &schedule, const BusinessDayConvention paymentAdjustment, const std::vector< Real > &nominals, const Integer fixingDays, const boost::shared_ptr< Xibor > &index, const std::vector< Real > &gearings=std::vector< Real >(), const std::vector< Spread > &spreads=std::vector< Spread >(), const DayCounter &dayCounter=DayCounter()) |
helper function building a sequence of par coupons |