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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: Scheduler.i,v 1.8 2002/01/16 14:50:51 nando Exp $
#ifndef quantlib_scheduler_i
#define quantlib_scheduler_i
%include Date.i
%include Calendars.i
%{
using QuantLib::Scheduler;
%}
class Scheduler {
public:
Scheduler(Calendar calendar, Date startDate, Date endDate,
int frequency, RollingConvention rollingConvention, bool isAdjusted,
Date stubDate);
~Scheduler();
// inspectors
int size() const;
Date date(int i) const;
bool isRegular(int i) const;
};
#endif
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