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<li class="navelem"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a> </li>
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<!-- doxytag: class="QuantLib::CashFlows" -->
<p>cashflow-analysis functions
<a href="class_quant_lib_1_1_cash_flows.html#details">More...</a></p>
<p><code>#include <ql/cashflows/cashflows.hpp></code></p>
<p><a href="class_quant_lib_1_1_cash_flows-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Date functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3393c4e4a7533490b540d49466594f24"></a><!-- doxytag: member="QuantLib::CashFlows::startDate" ref="a3393c4e4a7533490b540d49466594f24" args="(const Leg &leg)" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>startDate</b> (const Leg &leg)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a356f8aea0022acb2e628dfce5cf47e14"></a><!-- doxytag: member="QuantLib::CashFlows::maturityDate" ref="a356f8aea0022acb2e628dfce5cf47e14" args="(const Leg &leg)" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> (const Leg &leg)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aba88d0e60cebe7088f340357e48dd88d"></a><!-- doxytag: member="QuantLib::CashFlows::isExpired" ref="aba88d0e60cebe7088f340357e48dd88d" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static bool </td><td class="memItemRight" valign="bottom"><b>isExpired</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">CashFlow functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac0113b119a8c4c90ee57b4abf64bda0d"></a><!-- doxytag: member="QuantLib::CashFlows::previousCashFlow" ref="ac0113b119a8c4c90ee57b4abf64bda0d" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static Leg::const_reverse_iterator </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#ac0113b119a8c4c90ee57b4abf64bda0d">previousCashFlow</a> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the last cashflow paying before or at the given date <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a812cc01c85ff1bc09e4edb798a92ae5b"></a><!-- doxytag: member="QuantLib::CashFlows::nextCashFlow" ref="a812cc01c85ff1bc09e4edb798a92ae5b" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static Leg::const_iterator </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a812cc01c85ff1bc09e4edb798a92ae5b">nextCashFlow</a> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the first cashflow paying after the given date <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae97cfc1d7c084bc7ff0660b082722352"></a><!-- doxytag: member="QuantLib::CashFlows::previousCashFlowDate" ref="ae97cfc1d7c084bc7ff0660b082722352" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>previousCashFlowDate</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a835348c16d1009ffe4e50e50929fc0dd"></a><!-- doxytag: member="QuantLib::CashFlows::nextCashFlowDate" ref="a835348c16d1009ffe4e50e50929fc0dd" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>nextCashFlowDate</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a97719a1d5eb607d221bebe79efbb1671"></a><!-- doxytag: member="QuantLib::CashFlows::previousCashFlowAmount" ref="a97719a1d5eb607d221bebe79efbb1671" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>previousCashFlowAmount</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a49d7390ee1e3377d916ea425735b3873"></a><!-- doxytag: member="QuantLib::CashFlows::nextCashFlowAmount" ref="a49d7390ee1e3377d916ea425735b3873" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nextCashFlowAmount</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Coupon inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf7c17d0ea199777ce5703e0d100d3b8"></a><!-- doxytag: member="QuantLib::CashFlows::previousCouponRate" ref="adf7c17d0ea199777ce5703e0d100d3b8" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>previousCouponRate</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aef37790de2210df61dbe752914e61762"></a><!-- doxytag: member="QuantLib::CashFlows::nextCouponRate" ref="aef37790de2210df61dbe752914e61762" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>nextCouponRate</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a709490e6c0ffead2b28bdbeb8c0ec0a0"></a><!-- doxytag: member="QuantLib::CashFlows::nominal" ref="a709490e6c0ffead2b28bdbeb8c0ec0a0" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a327c021eb612eda92e4bf006c5d106be"></a><!-- doxytag: member="QuantLib::CashFlows::accrualStartDate" ref="a327c021eb612eda92e4bf006c5d106be" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualStartDate</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="add502f32c2b28eaef015581725c16362"></a><!-- doxytag: member="QuantLib::CashFlows::accrualEndDate" ref="add502f32c2b28eaef015581725c16362" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualEndDate</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a2f3b3519e1df56006aaf605de8db4d"></a><!-- doxytag: member="QuantLib::CashFlows::referencePeriodStart" ref="a1a2f3b3519e1df56006aaf605de8db4d" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>referencePeriodStart</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7ae9cbcf2cfb504c8941a6ddc7275c16"></a><!-- doxytag: member="QuantLib::CashFlows::referencePeriodEnd" ref="a7ae9cbcf2cfb504c8941a6ddc7275c16" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date())" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>referencePeriodEnd</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af769ffc5d74836d41dbf61afc5fd48d4"></a><!-- doxytag: member="QuantLib::CashFlows::accrualPeriod" ref="af769ffc5d74836d41dbf61afc5fd48d4" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>accrualPeriod</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeff3590f9dcd736c6813415fecb3264e"></a><!-- doxytag: member="QuantLib::CashFlows::accrualDays" ref="aeff3590f9dcd736c6813415fecb3264e" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><b>accrualDays</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4fa213c8cf4de8362071823155d2698b"></a><!-- doxytag: member="QuantLib::CashFlows::accruedPeriod" ref="a4fa213c8cf4de8362071823155d2698b" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>accruedPeriod</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5e20d3c2a37e64e2d191e9a7718d690"></a><!-- doxytag: member="QuantLib::CashFlows::accruedDays" ref="ac5e20d3c2a37e64e2d191e9a7718d690" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><b>accruedDays</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad847f5760463d3f239ac388287f1b13f"></a><!-- doxytag: member="QuantLib::CashFlows::accruedAmount" ref="ad847f5760463d3f239ac388287f1b13f" args="(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>accruedAmount</b> (const Leg &leg, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">YieldTermStructure functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &discountCurve, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">NPV of the cash flows. <a href="#a935030a697b942fe432e020706a21fc8"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a9b11008b6df9721a340a1844e96c1385">bps</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &discountCurve, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Basis-point sensitivity of the cash flows. <a href="#a9b11008b6df9721a340a1844e96c1385"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a8ba8a6673783d6c60a6869f9a40432fd">npvbps</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &discountCurve, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a9b11008b6df9721a340a1844e96c1385">bps</a>)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">NPV and BPS of the cash flows. <a href="#a8ba8a6673783d6c60a6869f9a40432fd"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#ae3aa49c05366fc3a840988b8d44e8a94">atmRate</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &discountCurve, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a>=Null< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">At-the-money rate of the cash flows. <a href="#ae3aa49c05366fc3a840988b8d44e8a94"></a><br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Yield (a.k.a. Internal Rate of Return, i.e. IRR) functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a5cf9ce7f6f791493a5c54b21a766d463">npv</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">NPV of the cash flows. <a href="#a5cf9ce7f6f791493a5c54b21a766d463"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a58ac4a7022b3f7803e3262df1291eed1"></a><!-- doxytag: member="QuantLib::CashFlows::npv" ref="a58ac4a7022b3f7803e3262df1291eed1" args="(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>npv</b> (const Leg &leg, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#af9cc5fe1103f97e4471922c6069307d1">bps</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Basis-point sensitivity of the cash flows. <a href="#af9cc5fe1103f97e4471922c6069307d1"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af60dbf95c35352d257f55588716cb12a"></a><!-- doxytag: member="QuantLib::CashFlows::bps" ref="af60dbf95c35352d257f55588716cb12a" args="(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>bps</b> (const Leg &leg, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a> (const Leg &leg, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Implied internal rate of return. <a href="#a5fcebd9dacabca6a125a48a97dd3c0b3"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a64640dcb0a9d2c0bd9d914e03450b6e0">duration</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, Duration::Type type, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cash-flow duration. <a href="#a64640dcb0a9d2c0bd9d914e03450b6e0"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af70bbcf5337066d9cd6848020bf8b7e7"></a><!-- doxytag: member="QuantLib::CashFlows::duration" ref="af70bbcf5337066d9cd6848020bf8b7e7" args="(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>duration</b> (const Leg &leg, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, Duration::Type type, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a72621ac467ab4e7a3c53ab6b8f5d4d71">convexity</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cash-flow convexity. <a href="#a72621ac467ab4e7a3c53ab6b8f5d4d71"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a41eee8556d9ae0771a47ce1eef65a9"></a><!-- doxytag: member="QuantLib::CashFlows::convexity" ref="a1a41eee8556d9ae0771a47ce1eef65a9" args="(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>convexity</b> (const Leg &leg, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a954517447441b8adc1e91a510fc687da">basisPointValue</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Basis-point value. <a href="#a954517447441b8adc1e91a510fc687da"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62e34cfbad021c887ca517d30f76a266"></a><!-- doxytag: member="QuantLib::CashFlows::basisPointValue" ref="a62e34cfbad021c887ca517d30f76a266" args="(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>basisPointValue</b> (const Leg &leg, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a24ff333a91ccb3fcc3928f921d2bc4c3">yieldValueBasisPoint</a> (const Leg &leg, const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> &<a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Yield value of a basis point. <a href="#a24ff333a91ccb3fcc3928f921d2bc4c3"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9fe83b29ebedc44cb8ca72935df11a2e"></a><!-- doxytag: member="QuantLib::CashFlows::yieldValueBasisPoint" ref="a9fe83b29ebedc44cb8ca72935df11a2e" args="(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yieldValueBasisPoint</b> (const Leg &leg, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Z-spread functions</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a043fe6f5dd5dc0ad42b453e9fbafabd5">npv</a> (const Leg &leg, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discount, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a1a2af0e4ab0d785e046b89e8a9b2ca97">zSpread</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">NPV of the cash flows. <a href="#a043fe6f5dd5dc0ad42b453e9fbafabd5"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a2af0e4ab0d785e046b89e8a9b2ca97"></a><!-- doxytag: member="QuantLib::CashFlows::zSpread" ref="a1a2af0e4ab0d785e046b89e8a9b2ca97" args="(const Leg &leg, Real npv, const boost::shared_ptr< YieldTermStructure > &, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0)" -->
static <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a1a2af0e4ab0d785e046b89e8a9b2ca97">zSpread</a> (const Leg &leg, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a>, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implied Z-spread. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afb5712af994c2bb3890466253ff2da4e"></a><!-- doxytag: member="QuantLib::CashFlows::zSpread" ref="afb5712af994c2bb3890466253ff2da4e" args="(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &d, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0)" -->
static <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flows.html#afb5712af994c2bb3890466253ff2da4e">zSpread</a> (const Leg &leg, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &d, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, Compounding compounding, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, bool includeSettlementDateFlows, <a class="el" href="class_quant_lib_1_1_date.html">Date</a> settlementDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="class_quant_lib_1_1_date.html">Date</a> npvDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">deprecated implied Z-spread. <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>cashflow-analysis functions </p>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000001">Possible enhancements:</a></b></dt><dd>add tests </dd></dl>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a935030a697b942fe432e020706a21fc8"></a><!-- doxytag: member="QuantLib::CashFlows::npv" ref="a935030a697b942fe432e020706a21fc8" args="(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> & </td>
<td class="paramname"><em>discountCurve</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
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<div class="memdoc">
<p>NPV of the cash flows. </p>
<p>The NPV is the sum of the cash flows, each discounted according to the given term structure. </p>
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<a class="anchor" id="a9b11008b6df9721a340a1844e96c1385"></a><!-- doxytag: member="QuantLib::CashFlows::bps" ref="a9b11008b6df9721a340a1844e96c1385" args="(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a9b11008b6df9721a340a1844e96c1385">bps</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> & </td>
<td class="paramname"><em>discountCurve</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<td>)</td>
<td></td><td><code> [static]</code></td>
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<div class="memdoc">
<p>Basis-point sensitivity of the cash flows. </p>
<p>The result is the change in NPV due to a uniform 1-basis-point change in the rate paid by the cash flows. The change for each coupon is discounted according to the given term structure. </p>
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<a class="anchor" id="a8ba8a6673783d6c60a6869f9a40432fd"></a><!-- doxytag: member="QuantLib::CashFlows::npvbps" ref="a8ba8a6673783d6c60a6869f9a40432fd" args="(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate, Date npvDate, Real &npv, Real &bps)" -->
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<td class="memname">static void <a class="el" href="class_quant_lib_1_1_cash_flows.html#a8ba8a6673783d6c60a6869f9a40432fd">npvbps</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> & </td>
<td class="paramname"><em>discountCurve</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td>
<td class="paramname"><em>npv</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> & </td>
<td class="paramname"><em>bps</em> </td>
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<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
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<div class="memdoc">
<p>NPV and BPS of the cash flows. </p>
<p>The NPV and BPS of the cash flows calculated together for performance reason </p>
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<a class="anchor" id="ae3aa49c05366fc3a840988b8d44e8a94"></a><!-- doxytag: member="QuantLib::CashFlows::atmRate" ref="ae3aa49c05366fc3a840988b8d44e8a94" args="(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real npv=Null< Real >())" -->
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<td class="memname">static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#ae3aa49c05366fc3a840988b8d44e8a94">atmRate</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> & </td>
<td class="paramname"><em>discountCurve</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>npv</em> = <code>Null< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >()</code> </td>
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<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
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<p>At-the-money rate of the cash flows. </p>
<p>The result is the fixed rate for which a fixed rate cash flow vector, equivalent to the input vector, has the required NPV according to the given term structure. If the required NPV is not given, the input cash flow vector's NPV is used instead. </p>
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<a class="anchor" id="a5cf9ce7f6f791493a5c54b21a766d463"></a><!-- doxytag: member="QuantLib::CashFlows::npv" ref="a5cf9ce7f6f791493a5c54b21a766d463" args="(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> & </td>
<td class="paramname"><em>yield</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<td>)</td>
<td></td><td><code> [static]</code></td>
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<div class="memdoc">
<p>NPV of the cash flows. </p>
<p>The IRR is the interest rate at which the NPV of the cash flows equals the dirty price.</p>
<p>The NPV is the sum of the cash flows, each discounted according to the given constant interest rate. The result is affected by the choice of the interest-rate compounding and the relative frequency and day counter. </p>
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<a class="anchor" id="af9cc5fe1103f97e4471922c6069307d1"></a><!-- doxytag: member="QuantLib::CashFlows::bps" ref="af9cc5fe1103f97e4471922c6069307d1" args="(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
<div class="memitem">
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<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a9b11008b6df9721a340a1844e96c1385">bps</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> & </td>
<td class="paramname"><em>yield</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
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<div class="memdoc">
<p>Basis-point sensitivity of the cash flows. </p>
<p>The result is the change in NPV due to a uniform 1-basis-point change in the rate paid by the cash flows. The change for each coupon is discounted according to the given constant interest rate. The result is affected by the choice of the interest-rate compounding and the relative frequency and day counter. </p>
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<a class="anchor" id="a5fcebd9dacabca6a125a48a97dd3c0b3"></a><!-- doxytag: member="QuantLib::CashFlows::yield" ref="a5fcebd9dacabca6a125a48a97dd3c0b3" args="(const Leg &leg, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05)" -->
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<table class="memname">
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<td class="memname">static <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>npv</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"><em>dayCounter</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Compounding </td>
<td class="paramname"><em>compounding</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"><em>frequency</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>accuracy</em> = <code>1.0e-10</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>maxIterations</em> = <code>100</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>guess</em> = <code>0.05</code> </td>
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<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
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<div class="memdoc">
<p>Implied internal rate of return. </p>
<p>The function verifies the theoretical existance of an IRR and numerically establishes the IRR to the desired precision. </p>
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<a class="anchor" id="a64640dcb0a9d2c0bd9d914e03450b6e0"></a><!-- doxytag: member="QuantLib::CashFlows::duration" ref="a64640dcb0a9d2c0bd9d914e03450b6e0" args="(const Leg &leg, const InterestRate &yield, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<td class="memname">static <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a64640dcb0a9d2c0bd9d914e03450b6e0">duration</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> & </td>
<td class="paramname"><em>yield</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Duration::Type </td>
<td class="paramname"><em>type</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
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<div class="memdoc">
<p>Cash-flow duration. </p>
<p>The simple duration of a string of cash flows is defined as </p>
<p class="formulaDsp">
<img class="formulaDsp" alt="\[ D_{\mathrm{simple}} = \frac{\sum t_i c_i B(t_i)}{\sum c_i B(t_i)} \]" src="form_54.png"/>
</p>
<p> where <img class="formulaInl" alt="$ c_i $" src="form_55.png"/> is the amount of the <img class="formulaInl" alt="$ i $" src="form_56.png"/>-th cash flow, <img class="formulaInl" alt="$ t_i $" src="form_57.png"/> is its payment time, and <img class="formulaInl" alt="$ B(t_i) $" src="form_58.png"/> is the corresponding discount according to the passed yield.</p>
<p>The modified duration is defined as </p>
<p class="formulaDsp">
<img class="formulaDsp" alt="\[ D_{\mathrm{modified}} = -\frac{1}{P} \frac{\partial P}{\partial y} \]" src="form_59.png"/>
</p>
<p> where <img class="formulaInl" alt="$ P $" src="form_41.png"/> is the present value of the cash flows according to the given IRR <img class="formulaInl" alt="$ y $" src="form_13.png"/>.</p>
<p>The Macaulay duration is defined for a compounded IRR as </p>
<p class="formulaDsp">
<img class="formulaDsp" alt="\[ D_{\mathrm{Macaulay}} = \left( 1 + \frac{y}{N} \right) D_{\mathrm{modified}} \]" src="form_60.png"/>
</p>
<p> where <img class="formulaInl" alt="$ y $" src="form_13.png"/> is the IRR and <img class="formulaInl" alt="$ N $" src="form_32.png"/> is the number of cash flows per year. </p>
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<a class="anchor" id="a72621ac467ab4e7a3c53ab6b8f5d4d71"></a><!-- doxytag: member="QuantLib::CashFlows::convexity" ref="a72621ac467ab4e7a3c53ab6b8f5d4d71" args="(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a72621ac467ab4e7a3c53ab6b8f5d4d71">convexity</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> & </td>
<td class="paramname"><em>yield</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
</tr>
</table>
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<div class="memdoc">
<p>Cash-flow convexity. </p>
<p>The convexity of a string of cash flows is defined as </p>
<p class="formulaDsp">
<img class="formulaDsp" alt="\[ C = \frac{1}{P} \frac{\partial^2 P}{\partial y^2} \]" src="form_61.png"/>
</p>
<p> where <img class="formulaInl" alt="$ P $" src="form_41.png"/> is the present value of the cash flows according to the given IRR <img class="formulaInl" alt="$ y $" src="form_13.png"/>. </p>
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<a class="anchor" id="a954517447441b8adc1e91a510fc687da"></a><!-- doxytag: member="QuantLib::CashFlows::basisPointValue" ref="a954517447441b8adc1e91a510fc687da" args="(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a954517447441b8adc1e91a510fc687da">basisPointValue</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> & </td>
<td class="paramname"><em>yield</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
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<p>Basis-point value. </p>
<p>Obtained by setting dy = 0.0001 in the 2nd-order Taylor series expansion. </p>
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<a class="anchor" id="a24ff333a91ccb3fcc3928f921d2bc4c3"></a><!-- doxytag: member="QuantLib::CashFlows::yieldValueBasisPoint" ref="a24ff333a91ccb3fcc3928f921d2bc4c3" args="(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<table class="memname">
<tr>
<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a24ff333a91ccb3fcc3928f921d2bc4c3">yieldValueBasisPoint</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_interest_rate.html">InterestRate</a> & </td>
<td class="paramname"><em>yield</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>Yield value of a basis point. </p>
<p>The yield value of a one basis point change in price is the derivative of the yield with respect to the price multiplied by 0.01 </p>
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</div>
<a class="anchor" id="a043fe6f5dd5dc0ad42b453e9fbafabd5"></a><!-- doxytag: member="QuantLib::CashFlows::npv" ref="a043fe6f5dd5dc0ad42b453e9fbafabd5" args="(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())" -->
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<table class="memname">
<tr>
<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a> </td>
<td>(</td>
<td class="paramtype">const Leg & </td>
<td class="paramname"><em>leg</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > & </td>
<td class="paramname"><em>discount</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td>
<td class="paramname"><em>zSpread</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"><em>dayCounter</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Compounding </td>
<td class="paramname"><em>compounding</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"><em>frequency</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>includeSettlementDateFlows</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>settlementDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>npvDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>NPV of the cash flows. </p>
<p>For details on z-spread refer to: "Credit Spreads Explained", Lehman Brothers European Fixed Income Research - March 2004, D. O'Kane</p>
<p>The NPV is the sum of the cash flows, each discounted according to the z-spreaded term structure. The result is affected by the choice of the z-spread compounding and the relative frequency and day counter. </p>
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