1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: CashFlow Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="class_quant_lib_1_1_cash_flow-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">CashFlow Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
</div><!--header-->
<div class="contents">
<p>Base class for cash flows.
<a href="class_quant_lib_1_1_cash_flow.html#details">More...</a></p>
<p><code>#include <ql/cashflow.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for CashFlow:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_cash_flow__inherit__graph.png" border="0" usemap="#a_cash_flow_inherit__map" alt="Inheritance graph"/></div>
<map name="_cash_flow_inherit__map" id="a_cash_flow_inherit__map">
<area shape="rect" title="Base class for cash flows." alt="" coords="245,233,327,260"/>
<area shape="rect" href="class_quant_lib_1_1_coupon.html" title="coupon accruing over a fixed period" alt="" coords="405,81,471,108"/>
<area shape="rect" href="class_quant_lib_1_1_dividend.html" title="Predetermined cash flow." alt="" coords="401,208,475,235"/>
<area shape="rect" href="class_quant_lib_1_1_indexed_cash_flow.html" title="Cash flow dependent on an index ratio." alt="" coords="375,259,501,285"/>
<area shape="rect" href="class_quant_lib_1_1_simple_cash_flow.html" title="Predetermined cash flow." alt="" coords="377,309,499,336"/>
<area shape="rect" href="class_quant_lib_1_1_event.html" title="Base class for event." alt="" coords="141,233,197,260"/>
<area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="5,233,93,260"/>
<area shape="rect" href="class_quant_lib_1_1_fixed_rate_coupon.html" title="Coupon paying a fixed interest rate" alt="" coords="557,5,683,32"/>
<area shape="rect" href="class_quant_lib_1_1_floating_rate_coupon.html" title="base floating-rate coupon class" alt="" coords="549,56,691,83"/>
<area shape="rect" href="class_quant_lib_1_1_inflation_coupon.html" title="Base inflation-coupon class." alt="" coords="563,107,677,133"/>
<area shape="rect" href="class_quant_lib_1_1_fixed_dividend.html" title="Predetermined cash flow." alt="" coords="567,157,673,184"/>
<area shape="rect" href="class_quant_lib_1_1_fractional_dividend.html" title="Predetermined cash flow." alt="" coords="555,208,685,235"/>
<area shape="rect" href="class_quant_lib_1_1_c_p_i_cash_flow.html" title="Cash flow paying the performance of a CPI (zero inflation) index." alt="" coords="568,259,672,285"/>
<area shape="rect" href="class_quant_lib_1_1_amortizing_payment.html" title="Amortizing payment." alt="" coords="552,309,688,336"/>
<area shape="rect" href="class_quant_lib_1_1_redemption.html" title="Bond redemption." alt="" coords="574,360,666,387"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr class="memitem:ac659412fae5cc99a0fdf25f7f4b9562e"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#ac659412fae5cc99a0fdf25f7f4b9562e">date</a> () const =0</td></tr>
<tr class="separator:ac659412fae5cc99a0fdf25f7f4b9562e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a63142c7253e86adcdd9da972165a4b8d"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a63142c7253e86adcdd9da972165a4b8d">hasOccurred</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), boost::optional< bool > includeRefDate=boost::none) const</td></tr>
<tr class="memdesc:a63142c7253e86adcdd9da972165a4b8d"><td class="mdescLeft"> </td><td class="mdescRight">returns true if an event has already occurred before a date <a href="class_quant_lib_1_1_cash_flow.html#a63142c7253e86adcdd9da972165a4b8d">More...</a><br /></td></tr>
<tr class="separator:a63142c7253e86adcdd9da972165a4b8d"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">CashFlow interface</div></td></tr>
<tr class="memitem:a9b47a18fd731fee50de8227ea00f85ca"><td class="memItemLeft" align="right" valign="top">virtual <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_flow.html#a9b47a18fd731fee50de8227ea00f85ca">amount</a> () const =0</td></tr>
<tr class="memdesc:a9b47a18fd731fee50de8227ea00f85ca"><td class="mdescLeft"> </td><td class="mdescRight">returns the amount of the cash flow <a href="class_quant_lib_1_1_cash_flow.html#a9b47a18fd731fee50de8227ea00f85ca">More...</a><br /></td></tr>
<tr class="separator:a9b47a18fd731fee50de8227ea00f85ca"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a15fcde18fca25b74fb500bc23dede555"><td class="memItemLeft" align="right" valign="top"><a id="a15fcde18fca25b74fb500bc23dede555"></a>
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a15fcde18fca25b74fb500bc23dede555">exCouponDate</a> () const</td></tr>
<tr class="memdesc:a15fcde18fca25b74fb500bc23dede555"><td class="mdescLeft"> </td><td class="mdescRight">returns the date that the cash flow trades exCoupon <br /></td></tr>
<tr class="separator:a15fcde18fca25b74fb500bc23dede555"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5f19858a4efc0d21a5413aa2c541d253"><td class="memItemLeft" align="right" valign="top"><a id="a5f19858a4efc0d21a5413aa2c541d253"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a5f19858a4efc0d21a5413aa2c541d253">tradingExCoupon</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const</td></tr>
<tr class="memdesc:a5f19858a4efc0d21a5413aa2c541d253"><td class="mdescLeft"> </td><td class="mdescRight">returns true if the cashflow is trading ex-coupon on the refDate <br /></td></tr>
<tr class="separator:a5f19858a4efc0d21a5413aa2c541d253"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr class="memitem:a896099363a2a409d2485c3ce9e4e4265"><td class="memItemLeft" align="right" valign="top"><a id="a896099363a2a409d2485c3ce9e4e4265"></a>
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
<tr class="separator:a896099363a2a409d2485c3ce9e4e4265"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Base class for cash flows. </p>
<p>This class is purely virtual and acts as a base class for the actual cash flow implementations. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="ac659412fae5cc99a0fdf25f7f4b9562e"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ac659412fae5cc99a0fdf25f7f4b9562e">◆ </a></span>date()</h2>
<div class="memitem">
<div class="memproto">
<table class="mlabels">
<tr>
<td class="mlabels-left">
<table class="memname">
<tr>
<td class="memname">virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> date </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">pure virtual</span></span> </td>
</tr>
</table>
</div><div class="memdoc">
<dl class="section note"><dt>Note</dt><dd>This is inherited from the event class </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_event.html#ac659412fae5cc99a0fdf25f7f4b9562e">Event</a>.</p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_simple_cash_flow.html#ad4276f5a24965b35acc5d01b31fc5e17">SimpleCashFlow</a>, <a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html#ad4276f5a24965b35acc5d01b31fc5e17">IndexedCashFlow</a>, <a class="el" href="class_quant_lib_1_1_dividend.html#ad4276f5a24965b35acc5d01b31fc5e17">Dividend</a>, and <a class="el" href="class_quant_lib_1_1_coupon.html#ad4276f5a24965b35acc5d01b31fc5e17">Coupon</a>.</p>
</div>
</div>
<a id="a63142c7253e86adcdd9da972165a4b8d"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a63142c7253e86adcdd9da972165a4b8d">◆ </a></span>hasOccurred()</h2>
<div class="memitem">
<div class="memproto">
<table class="mlabels">
<tr>
<td class="mlabels-left">
<table class="memname">
<tr>
<td class="memname">bool hasOccurred </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>refDate</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">boost::optional< bool > </td>
<td class="paramname"><em>includeRefDate</em> = <code>boost::none</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td> const</td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">virtual</span></span> </td>
</tr>
</table>
</div><div class="memdoc">
<p>returns true if an event has already occurred before a date </p>
<p>overloads <a class="el" href="class_quant_lib_1_1_event.html#aaaf1737e3e49815615baf2e6fb0acbc4" title="returns true if an event has already occurred before a date">Event::hasOccurred</a> in order to take Settings::includeTodaysCashflows in account </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_event.html#aaaf1737e3e49815615baf2e6fb0acbc4">Event</a>.</p>
</div>
</div>
<a id="a9b47a18fd731fee50de8227ea00f85ca"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a9b47a18fd731fee50de8227ea00f85ca">◆ </a></span>amount()</h2>
<div class="memitem">
<div class="memproto">
<table class="mlabels">
<tr>
<td class="mlabels-left">
<table class="memname">
<tr>
<td class="memname">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> amount </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">pure virtual</span></span> </td>
</tr>
</table>
</div><div class="memdoc">
<p>returns the amount of the cash flow </p>
<dl class="section note"><dt>Note</dt><dd>The amount is not discounted, i.e., it is the actual amount paid at the cash flow date. </dd></dl>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_dividend.html#a9b47a18fd731fee50de8227ea00f85ca">Dividend</a>, <a class="el" href="class_quant_lib_1_1_simple_cash_flow.html#aebd2894f0f18274fd9a79140833c5e96">SimpleCashFlow</a>, <a class="el" href="class_quant_lib_1_1_inflation_coupon.html#aebd2894f0f18274fd9a79140833c5e96">InflationCoupon</a>, <a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html#aebd2894f0f18274fd9a79140833c5e96">IndexedCashFlow</a>, <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#aebd2894f0f18274fd9a79140833c5e96">FloatingRateCoupon</a>, <a class="el" href="class_quant_lib_1_1_fixed_rate_coupon.html#aebd2894f0f18274fd9a79140833c5e96">FixedRateCoupon</a>, <a class="el" href="class_quant_lib_1_1_fractional_dividend.html#a0f9e00674bde45229334727d2ee1637f">FractionalDividend</a>, <a class="el" href="class_quant_lib_1_1_fixed_dividend.html#a0f9e00674bde45229334727d2ee1637f">FixedDividend</a>, and <a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#a0f9e00674bde45229334727d2ee1637f">CPICashFlow</a>.</p>
</div>
</div>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
