CashFlow Class Reference

Base class for cash flows. More...

#include <ql/cashflow.hpp>

Inheritance diagram for CashFlow:

Public Member Functions
Event interface
virtual Date	date () const =0
bool	hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const
	returns true if an event has already occurred before a date More...
CashFlow interface
virtual Real	amount () const =0
	returns the amount of the cash flow More...
virtual Date	exCouponDate () const
	returns the date that the cash flow trades exCoupon
bool	tradingExCoupon (const Date &refDate=Date()) const
	returns true if the cashflow is trading ex-coupon on the refDate
Visitability
virtual void	accept (AcyclicVisitor &)
Event interface
Visitability
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()

Detailed Description

Base class for cash flows.

This class is purely virtual and acts as a base class for the actual cash flow implementations.

Member Function Documentation

date()

virtual Date date ( ) const

pure virtual

Note

This is inherited from the event class

Implements Event.

Implemented in SimpleCashFlow, IndexedCashFlow, Dividend, and Coupon.

hasOccurred()

bool hasOccurred ( const Date &  refDate = Date(), boost::optional< bool >  includeRefDate = boost::none  ) const

virtual

returns true if an event has already occurred before a date

overloads Event::hasOccurred in order to take Settings::includeTodaysCashflows in account

Reimplemented from Event.

amount()

virtual Real amount ( ) const

pure virtual

returns the amount of the cash flow

Note

The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implemented in Dividend, SimpleCashFlow, InflationCoupon, IndexedCashFlow, FloatingRateCoupon, FixedRateCoupon, FractionalDividend, FixedDividend, and CPICashFlow.