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
|
<!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: Member List</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_flows.html">CashFlows</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="headertitle">
<div class="title">CashFlows Member List</div> </div>
</div><!--header-->
<div class="contents">
<p>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>, including all inherited members.</p>
<table class="directory">
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>accrualDays</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>accrualEndDate</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>accrualPeriod</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>accrualStartDate</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>accruedAmount</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>accruedDays</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>accruedPeriod</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#ae3aa49c05366fc3a840988b8d44e8a94">atmRate</a>(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real npv=Null< Real >())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a954517447441b8adc1e91a510fc687da">basisPointValue</a>(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>basisPointValue</b>(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a9b11008b6df9721a340a1844e96c1385">bps</a>(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#af9cc5fe1103f97e4471922c6069307d1">bps</a>(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>bps</b>(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a72621ac467ab4e7a3c53ab6b8f5d4d71">convexity</a>(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>convexity</b>(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a64640dcb0a9d2c0bd9d914e03450b6e0">duration</a>(const Leg &leg, const InterestRate &yield, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>duration</b>(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>isExpired</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>maturityDate</b>(const Leg &leg) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a812cc01c85ff1bc09e4edb798a92ae5b">nextCashFlow</a>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>nextCashFlowAmount</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>nextCashFlowDate</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>nextCouponRate</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>nominal</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a935030a697b942fe432e020706a21fc8">npv</a>(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a5cf9ce7f6f791493a5c54b21a766d463">npv</a>(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>npv</b>(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#aaadfa944c4baff5da22f234579e55de4">npv</a>(const Leg &leg, const ext::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a8ba8a6673783d6c60a6869f9a40432fd">npvbps</a>(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate, Date npvDate, Real &npv, Real &bps)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#ac0113b119a8c4c90ee57b4abf64bda0d">previousCashFlow</a>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>previousCashFlowAmount</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>previousCashFlowDate</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>previousCouponRate</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>referencePeriodEnd</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0" class="even"><td class="entry"><b>referencePeriodStart</b>(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>startDate</b>(const Leg &leg) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a5fcebd9dacabca6a125a48a97dd3c0b3">yield</a>(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)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>yield</b>(const Solver &solver, 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, Rate guess=0.05) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a24ff333a91ccb3fcc3928f921d2bc4c3">yieldValueBasisPoint</a>(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr bgcolor="#f0f0f0"><td class="entry"><b>yieldValueBasisPoint</b>(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in <a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a>)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr class="even"><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#a17fc818f8f6ea7279270d3af517c519d">zSpread</a>(const Leg &leg, Real npv, const ext::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)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
<tr><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html#ae41f87c951f3c36355724ca372f82cb5">zSpread</a>(const Leg &leg, const ext::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)</td><td class="entry"><a class="el" href="class_quant_lib_1_1_cash_flows.html">CashFlows</a></td><td class="entry"><span class="mlabel">static</span></td></tr>
</table></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>
|
