ql/CashFlows/indexcashflowvectors.hpp File Reference


Detailed Description

Index Cash flow vector builders.

#include <ql/CashFlows/shortindexedcoupon.hpp>
#include <ql/schedule.hpp>

Include dependency graph for indexcashflowvectors.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

Functions

template<class IndexedCouponType>
std::vector< boost::shared_ptr<
CashFlow > > 
IndexedCouponVector (const Schedule &schedule, BusinessDayConvention paymentAdjustment, const std::vector< Real > &nominals, const boost::shared_ptr< Xibor > &index, Integer fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter=DayCounter())
 helper function building a leg of floating coupons

Function Documentation

std::vector<boost::shared_ptr<CashFlow> > IndexedCouponVector const Schedule &  schedule,
BusinessDayConvention  paymentAdjustment,
const std::vector< Real > &  nominals,
const boost::shared_ptr< Xibor > &  index,
Integer  fixingDays,
const std::vector< Spread > &  spreads,
const DayCounter &  dayCounter = DayCounter()
 

helper function building a leg of floating coupons

Either ParCoupon, UpFrontIndexedCoupon, InArrearIndexedCoupon, or any other coupon can be used whose constructor takes the same arguments.

Warning:
The last argument is used due to a known VC++ bug regarding function template instantiation. It must be passed explicitly when using the function with that compiler; the simplest choice for the value to be passed is (const Type*) 0 where Type is the desired coupon type.


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