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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h1>ql/cashflows/cashflowvectors.hpp File Reference</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
Cash flow vector builders.
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<code>#include <<a class="el" href="fixedratecoupon_8hpp.html">ql/cashflows/fixedratecoupon.hpp</a>></code><br>
<code>#include <<a class="el" href="replication_8hpp.html">ql/cashflows/replication.hpp</a>></code><br>
<code>#include <<a class="el" href="schedule_8hpp.html">ql/time/schedule.hpp</a>></code><br>
<code>#include <<a class="el" href="null_8hpp.html">ql/utilities/null.hpp</a>></code><br>
<code>#include <<a class="el" href="vectors_8hpp.html">ql/utilities/vectors.hpp</a>></code><br>
<code>#include <<a class="el" href="position_8hpp.html">ql/position.hpp</a>></code><br>
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Include dependency graph for cashflowvectors.hpp:</div>
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<area shape="rect" href="fixedratecoupon_8hpp.html" title="Coupon paying a fixed annual rate." alt="" coords="5,84,240,111"><area shape="rect" href="schedule_8hpp.html" title="date schedule" alt="" coords="139,161,291,188"><area shape="rect" href="null_8hpp.html" title="null values" alt="" coords="204,239,337,265"><area shape="rect" href="replication_8hpp.html" title="Sub, Central, or Super replication." alt="" coords="365,84,560,111"><area shape="rect" href="vectors_8hpp.html" title="Utilities for vector manipulation." alt="" coords="584,84,744,111"><area shape="rect" href="position_8hpp.html" title="Short or long position." alt="" coords="768,84,880,111"></map>
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<tr><td colspan="2"><br><h2>Namespaces</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><a class="el" href="namespace_quant_lib.html">QuantLib</a></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">namespace </td><td class="memItemRight" valign="bottom"><b>QuantLib::detail</b></td></tr>
<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8251458f0775f7ea88305c200ded2b92"></a><!-- doxytag: member="cashflowvectors.hpp::effectiveFixedRate" ref="8251458f0775f7ea88305c200ded2b92" args="(const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)" -->
Rate </td><td class="memItemRight" valign="bottom"><b>effectiveFixedRate</b> (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4570912c0ead883d96c65fac2ebc73e0"></a><!-- doxytag: member="cashflowvectors.hpp::noOption" ref="4570912c0ead883d96c65fac2ebc73e0" args="(const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)" -->
bool </td><td class="memItemRight" valign="bottom"><b>noOption</b> (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="4c39eaf83b37c5bd15f02e50187c9cb4"></a><!-- doxytag: member="cashflowvectors.hpp::FloatingLeg" ref="4c39eaf83b37c5bd15f02e50187c9cb4" args="(const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, bool isInArrears, bool isZero)" -->
template<typename IndexType, typename FloatingCouponType, typename CappedFlooredCouponType> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">Leg </td><td class="memTemplItemRight" valign="bottom"><b>FloatingLeg</b> (const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, bool isInArrears, bool isZero)</td></tr>
<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="7bcbaec519279fcb89c813dd4aa2d1e6"></a><!-- doxytag: member="cashflowvectors.hpp::FloatingDigitalLeg" ref="7bcbaec519279fcb89c813dd4aa2d1e6" args="(const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, bool isInArrears, const std::vector< Rate > &callStrikes, Position::Type callPosition, bool isCallATMIncluded, const std::vector< Rate > &callDigitalPayoffs, const std::vector< Rate > &putStrikes, Position::Type putPosition, bool isPutATMIncluded, const std::vector< Rate > &putDigitalPayoffs, const boost::shared_ptr< DigitalReplication > &replication)" -->
template<typename IndexType, typename FloatingCouponType, typename DigitalCouponType> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">Leg </td><td class="memTemplItemRight" valign="bottom"><b>FloatingDigitalLeg</b> (const std::vector< Real > &nominals, const Schedule &schedule, const boost::shared_ptr< IndexType > &index, const DayCounter &paymentDayCounter, BusinessDayConvention paymentAdj, const std::vector< Natural > &fixingDays, const std::vector< Real > &gearings, const std::vector< Spread > &spreads, bool isInArrears, const std::vector< Rate > &callStrikes, Position::Type callPosition, bool isCallATMIncluded, const std::vector< Rate > &callDigitalPayoffs, const std::vector< Rate > &putStrikes, Position::Type putPosition, bool isPutATMIncluded, const std::vector< Rate > &putDigitalPayoffs, const boost::shared_ptr< DigitalReplication > &replication)</td></tr>
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