ql/cashflows/cashflowvectors.hpp File Reference


Detailed Description

Cash flow vector builders.

#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/time/schedule.hpp>
#include <ql/utilities/null.hpp>
#include <ql/utilities/vectors.hpp>
#include <ql/position.hpp>

Include dependency graph for cashflowvectors.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Functions

Rate effectiveFixedRate (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)
bool noOption (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)
template<typename IndexType, typename FloatingCouponType, typename CappedFlooredCouponType>
Leg FloatingLeg (const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, bool isInArrears, bool isZero)
template<typename IndexType, typename FloatingCouponType, typename DigitalCouponType>
Leg FloatingDigitalLeg (const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, bool isInArrears, const std::vector< Rate > &callStrikes, Position::Type callPosition, bool isCallATMIncluded, const std::vector< Rate > &callDigitalPayoffs, const std::vector< Rate > &putStrikes, Position::Type putPosition, bool isPutATMIncluded, const std::vector< Rate > &putDigitalPayoffs, const boost::shared_ptr< DigitalReplication > &replication)