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) |