Schedule Class Reference

#include <ql/time/schedule.hpp>

List of all members.


Detailed Description

Payment schedule.
Examples:

BermudanSwaption.cpp, ConvertibleBonds.cpp, FittedBondCurve.cpp, Repo.cpp, and swapvaluation.cpp.


Iterators

typedef std::vector< Date >
::const_iterator 
const_iterator
const_iterator begin () const
const_iterator end () const
const_iterator lower_bound (const Date &d=Date()) const

Public Member Functions

 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, DateGeneration::Rule rule, bool endOfMonth, const Date &firstDate=Date(), const Date &nextToLastDate=Date())
Date access
Size size () const
const Dateoperator[] (Size i) const
const Dateat (Size i) const
const Datedate (Size i) const
Date previousDate (const Date &refDate) const
Date nextDate (const Date &refDate) const
const std::vector< Date > & dates () const
bool isRegular (Size i) const
Other inspectors
bool empty () const
const Calendarcalendar () const
const DatestartDate () const
const DateendDate () const
const Periodtenor () const
BusinessDayConvention businessDayConvention () const
BusinessDayConvention terminationDateBusinessDayConvention () const
DateGeneration::Rule rule () const
bool endOfMonth () const