Payment schedule. More...

#include <ql/time/schedule.hpp>

Public Member Functions
	Schedule (const std::vector< Date > &, const Calendar &calendar=NullCalendar(), BusinessDayConvention convention=Unadjusted, const boost::optional< BusinessDayConvention > &terminationDateConvention=boost::none, const boost::optional< Period > &tenor=boost::none, const boost::optional< DateGeneration::Rule > &rule=boost::none, const boost::optional< bool > &endOfMonth=boost::none, const std::vector< bool > &isRegular=std::vector< bool >(0))

	Schedule (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	hasIsRegular () const

bool	isRegular (Size i) const

const std::vector< bool > &	isRegular () const

Other inspectors
bool	empty () const

const Calendar &	calendar () const

const Date &	startDate () const

const Date &	endDate () const

bool	hasTenor () const

const Period &	tenor () const

BusinessDayConvention	businessDayConvention () const

bool	hasTerminationDateBusinessDayConvention () const

BusinessDayConvention	terminationDateBusinessDayConvention () const

bool	hasRule () const

DateGeneration::Rule	rule () const

bool	hasEndOfMonth () 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

Utilities
Schedule	after (const Date &truncationDate) const
	truncated schedule

Schedule	until (const Date &truncationDate) const

Detailed Description

Payment schedule.

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, FittedBondCurve.cpp, Gaussian1dModels.cpp, MulticurveBootstrapping.cpp, and Repo.cpp.

Constructor & Destructor Documentation

◆ Schedule() [1/2]

Schedule	(	const std::vector< Date > &	,
		const Calendar &	calendar = `NullCalendar()`,
		BusinessDayConvention	convention = `Unadjusted`,
		const boost::optional< BusinessDayConvention > &	terminationDateConvention = `boost::none`,
		const boost::optional< Period > &	tenor = `boost::none`,
		const boost::optional< DateGeneration::Rule > &	rule = `boost::none`,
		const boost::optional< bool > &	endOfMonth = `boost::none`,
		const std::vector< bool > &	isRegular = `std::vector< bool >(0)`
	)

constructor that takes any list of dates, and optionally meta information that can be used by client classes. Note that neither the list of dates nor the meta information is checked for plausibility in any sense.

◆ Schedule() [2/2]

Schedule	(	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()`
	)

rule based constructor

Public Member Functions

Iterators

Utilities

Detailed Description

Constructor & Destructor Documentation

◆ Schedule() [1/2]

◆ Schedule() [2/2]