QuantLib_Schedule (3) - Linux Manuals

QuantLib_Schedule: Payment schedule.

NAME

QuantLib::Schedule - Payment schedule.

SYNOPSIS

#include <ql/time/schedule.hpp>

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 Date & operator[] (Size i) const

const Date & at (Size i) const

const Date & date (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 Calendar & calendar () const

const Date & startDate () const

const Date & endDate () const

const Period & tenor () const

BusinessDayConvention businessDayConvention () const

BusinessDayConvention terminationDateBusinessDayConvention () const

DateGeneration::Rule rule () const

bool endOfMonth () const

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

Detailed Description

Payment schedule.

Examples:

BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, FittedBondCurve.cpp, Repo.cpp, and swapvaluation.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.