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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<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_schedule.html">Schedule</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_schedule-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">Schedule Class Reference<div class="ingroups"><a class="el" href="group__datetime.html">Date and time calculations</a></div></div> </div>
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<div class="contents">
<p>Payment schedule.
<a href="class_quant_lib_1_1_schedule.html#details">More...</a></p>
<p><code>#include <ql/time/schedule.hpp></code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a39cfa397e016aba5be930e64d7071239"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_schedule.html#a39cfa397e016aba5be930e64d7071239">Schedule</a> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar=<a class="el" href="class_quant_lib_1_1_null_calendar.html">NullCalendar</a>(), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a5fb8b90b7fdf1a3a228fbbc083e64547">Unadjusted</a>, const boost::optional< <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> > &terminationDateConvention=boost::none, const boost::optional< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > &tenor=boost::none, const boost::optional< <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> > &rule=boost::none, const boost::optional< bool > &endOfMonth=boost::none, const std::vector< bool > &isRegular=std::vector< bool >(0))</td></tr>
<tr class="separator:a39cfa397e016aba5be930e64d7071239"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a79964effbd46511798359c767d9b57cc"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_schedule.html#a79964effbd46511798359c767d9b57cc">Schedule</a> (<a class="el" href="class_quant_lib_1_1_date.html">Date</a> effectiveDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &terminationDate, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &tenor, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &calendar, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> convention, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> terminationDateConvention, <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> rule, bool endOfMonth, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &firstDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &nextToLastDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr class="separator:a79964effbd46511798359c767d9b57cc"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Date access</div></td></tr>
<tr class="memitem:acce0ab2cacc475b2434f24c65c91685a"><td class="memItemLeft" align="right" valign="top"><a id="acce0ab2cacc475b2434f24c65c91685a"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
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<tr class="memitem:aa64c947e73d72bfd68eecf742e411431"><td class="memItemLeft" align="right" valign="top"><a id="aa64c947e73d72bfd68eecf742e411431"></a>
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>operator[]</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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<tr class="memitem:a9faf2e73c47e93f447a5f1c3e1c12344"><td class="memItemLeft" align="right" valign="top"><a id="a9faf2e73c47e93f447a5f1c3e1c12344"></a>
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>at</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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<tr class="memitem:ac9149831cfdaebe0ec660d15e6deaf53"><td class="memItemLeft" align="right" valign="top"><a id="ac9149831cfdaebe0ec660d15e6deaf53"></a>
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>date</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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<tr class="memitem:a67a6ea4bdeda9054362008c5070de90b"><td class="memItemLeft" align="right" valign="top"><a id="a67a6ea4bdeda9054362008c5070de90b"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>previousDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate) const</td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>nextDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate) const</td></tr>
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const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>dates</b> () const</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>hasIsRegular</b> () const</td></tr>
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<tr class="memitem:a63e84fe150fbc4f4b18b0b52e75cac06"><td class="memItemLeft" align="right" valign="top"><a id="a63e84fe150fbc4f4b18b0b52e75cac06"></a>
bool </td><td class="memItemRight" valign="bottom"><b>isRegular</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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<tr class="memitem:a772ed10a96635af4ec1728de81eb5e83"><td class="memItemLeft" align="right" valign="top"><a id="a772ed10a96635af4ec1728de81eb5e83"></a>
const std::vector< bool > & </td><td class="memItemRight" valign="bottom"><b>isRegular</b> () const</td></tr>
<tr class="separator:a772ed10a96635af4ec1728de81eb5e83"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Other inspectors</div></td></tr>
<tr class="memitem:a644718bb2fb240de962dc3c9a1fdf0dc"><td class="memItemLeft" align="right" valign="top"><a id="a644718bb2fb240de962dc3c9a1fdf0dc"></a>
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const</td></tr>
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<tr class="memitem:a4ffdceafee5fe94e7646e4f04300ba18"><td class="memItemLeft" align="right" valign="top"><a id="a4ffdceafee5fe94e7646e4f04300ba18"></a>
const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td><td class="memItemRight" valign="bottom"><b>calendar</b> () const</td></tr>
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<tr class="memitem:a86b370cfe31668b9a948749752c6e9d0"><td class="memItemLeft" align="right" valign="top"><a id="a86b370cfe31668b9a948749752c6e9d0"></a>
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>startDate</b> () const</td></tr>
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<tr class="memitem:a118377b8c383d8f68ed8be004c56b91b"><td class="memItemLeft" align="right" valign="top"><a id="a118377b8c383d8f68ed8be004c56b91b"></a>
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><b>endDate</b> () const</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>hasTenor</b> () const</td></tr>
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<tr class="memitem:afc2f7230de3dbcc6b4808594aec7eb5e"><td class="memItemLeft" align="right" valign="top"><a id="afc2f7230de3dbcc6b4808594aec7eb5e"></a>
const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td><td class="memItemRight" valign="bottom"><b>tenor</b> () const</td></tr>
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<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>businessDayConvention</b> () const</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>hasTerminationDateBusinessDayConvention</b> () const</td></tr>
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<tr class="memitem:afed6f4bfb60426e2be36e2972fea4bb1"><td class="memItemLeft" align="right" valign="top"><a id="afed6f4bfb60426e2be36e2972fea4bb1"></a>
<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>terminationDateBusinessDayConvention</b> () const</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>hasRule</b> () const</td></tr>
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<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> </td><td class="memItemRight" valign="bottom"><b>rule</b> () const</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>hasEndOfMonth</b> () const</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>endOfMonth</b> () const</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Iterators</h2></td></tr>
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typedef std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</b></td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>begin</b> () const</td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>end</b> () const</td></tr>
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const_iterator </td><td class="memItemRight" valign="bottom"><b>lower_bound</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Utilities</h2></td></tr>
<tr class="memitem:a944536ffbbe78900eddfd8626885e6ce"><td class="memItemLeft" align="right" valign="top"><a id="a944536ffbbe78900eddfd8626885e6ce"></a>
<a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_schedule.html#a944536ffbbe78900eddfd8626885e6ce">after</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &truncationDate) const</td></tr>
<tr class="memdesc:a944536ffbbe78900eddfd8626885e6ce"><td class="mdescLeft"> </td><td class="mdescRight">truncated schedule <br /></td></tr>
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<tr class="memitem:af8b4f25a7d38cc0c976b70d8012cc490"><td class="memItemLeft" align="right" valign="top"><a id="af8b4f25a7d38cc0c976b70d8012cc490"></a>
<a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> </td><td class="memItemRight" valign="bottom"><b>until</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &truncationDate) const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Payment schedule. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#_a23">BermudanSwaption.cpp</a>, <a class="el" href="_bonds_8cpp-example.html#_a18">Bonds.cpp</a>, <a class="el" href="_callable_bonds_8cpp-example.html#_a18">CallableBonds.cpp</a>, <a class="el" href="_c_d_s_8cpp-example.html#_a14">CDS.cpp</a>, <a class="el" href="_convertible_bonds_8cpp-example.html#_a15">ConvertibleBonds.cpp</a>, <a class="el" href="_fitted_bond_curve_8cpp-example.html#_a19">FittedBondCurve.cpp</a>, <a class="el" href="_gaussian1d_models_8cpp-example.html#_a12">Gaussian1dModels.cpp</a>, <a class="el" href="_multicurve_bootstrapping_8cpp-example.html#_a33">MulticurveBootstrapping.cpp</a>, and <a class="el" href="_repo_8cpp-example.html#_a15">Repo.cpp</a>.</dd>
</dl>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="a39cfa397e016aba5be930e64d7071239"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a39cfa397e016aba5be930e64d7071239">◆ </a></span>Schedule() <span class="overload">[1/2]</span></h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> </td>
<td>(</td>
<td class="paramtype">const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td>
<td class="paramname">, </td>
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<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"><em>calendar</em> = <code><a class="el" href="class_quant_lib_1_1_null_calendar.html">NullCalendar</a>()</code>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>convention</em> = <code><a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368a5fb8b90b7fdf1a3a228fbbc083e64547">Unadjusted</a></code>, </td>
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<td class="paramtype">const boost::optional< <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> > & </td>
<td class="paramname"><em>terminationDateConvention</em> = <code>boost::none</code>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const boost::optional< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > & </td>
<td class="paramname"><em>tenor</em> = <code>boost::none</code>, </td>
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<td class="paramtype">const boost::optional< <a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> > & </td>
<td class="paramname"><em>rule</em> = <code>boost::none</code>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const boost::optional< bool > & </td>
<td class="paramname"><em>endOfMonth</em> = <code>boost::none</code>, </td>
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<td class="paramtype">const std::vector< bool > & </td>
<td class="paramname"><em>isRegular</em> = <code>std::vector< bool >(0)</code> </td>
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<td>)</td>
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<p>constructor that takes any list of dates, and optionally meta information that can be used by client classes. Note that neither the list of dates nor the meta information is checked for plausibility in any sense. </p>
</div>
</div>
<a id="a79964effbd46511798359c767d9b57cc"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a79964effbd46511798359c767d9b57cc">◆ </a></span>Schedule() <span class="overload">[2/2]</span></h2>
<div class="memitem">
<div class="memproto">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td>
<td class="paramname"><em>effectiveDate</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>terminationDate</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
<td class="paramname"><em>tenor</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_calendar.html">Calendar</a> & </td>
<td class="paramname"><em>calendar</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>convention</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>terminationDateConvention</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> </td>
<td class="paramname"><em>rule</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>endOfMonth</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>firstDate</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>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>nextToLastDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<td>)</td>
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<p>rule based constructor </p>
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