bonds.hpp File Reference
#include <qlo/baseinstruments.hpp>
#include <qlo/leg.hpp>
#include <ql/currency.hpp>
#include <ql/instruments/bond.hpp>
#include <string>
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Classes

class  QuantLibAddin::Bond
 
class  QuantLibAddin::ZeroCouponBond
 
class  QuantLibAddin::FixedRateBond
 
class  QuantLibAddin::FloatingRateBond
 
class  QuantLibAddin::CmsRateBond
 

Namespaces

 QuantLib
 
 QuantLibAddin
 

Functions

std::vector< std::string > QuantLibAddin::qlBondAlive (const std::vector< boost::shared_ptr< Bond > > &bonds, QuantLib::Date &refDate)
 
std::string QuantLibAddin::qlBondMaturityLookup (const std::vector< boost::shared_ptr< Bond > > &bonds, const QuantLib::Date &maturity)
 
std::vector< std::string > QuantLibAddin::qlBondMaturitySort (const std::vector< boost::shared_ptr< Bond > > &bonds)