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