QuantLib_MakeSchedule (3) - Linux Manuals
QuantLib_MakeSchedule: helper class
NAME
QuantLib::MakeSchedule - helper class
SYNOPSIS
#include <ql/time/schedule.hpp>
Public Member Functions
MakeSchedule (const Date &effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention)
MakeSchedule & withTerminationDateConvention (BusinessDayConvention)
MakeSchedule & withRule (DateGeneration::Rule)
MakeSchedule & forwards ()
MakeSchedule & backwards ()
MakeSchedule & endOfMonth (bool flag=true)
MakeSchedule & withFirstDate (const Date &d)
MakeSchedule & withNextToLastDate (const Date &d)
operator Schedule () const
Detailed Description
helper class
This class provides a more comfortable interface to the argument list of Schedule's constructor.
Examples:
CDS.cpp.
Author
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