QuantLibAddin::Leg Class Reference

#include <qlo/leg.hpp>

Inheritance diagram for QuantLibAddin::Leg:

Collaboration diagram for QuantLibAddin::Leg:

Public Member Functions
	Leg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Real > &amounts, const std::vector< QuantLib::Date > &dates, bool toBeSorted, bool permanent)
	Leg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::CapFloor > &capFloor, bool permanent)
	Leg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::Swap > &swap, QuantLib::Size i, bool permanent)
void	setCouponPricers (const std::vector< boost::shared_ptr< QuantLibAddin::FloatingRateCouponPricer > > &)
std::vector< std::vector< ObjectHandler::property_t > >	flowAnalysis (const QuantLib::Date &d) const

Constructor & Destructor Documentation

Leg() [1/3]

QuantLibAddin::Leg::Leg	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Real > &	amounts,
		const std::vector< QuantLib::Date > &	dates,
		bool	toBeSorted,
		bool	permanent
	)

Leg() [2/3]

QuantLibAddin::Leg::Leg	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::CapFloor > &	capFloor,
		bool	permanent
	)

Leg() [3/3]

QuantLibAddin::Leg::Leg	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::Swap > &	swap,
		QuantLib::Size	i,
		bool	permanent
	)

Member Function Documentation

flowAnalysis()

std::vector<std::vector<ObjectHandler::property_t> > QuantLibAddin::Leg::flowAnalysis

(

const QuantLib::Date &

d

)

const

setCouponPricers()

void QuantLibAddin::Leg::setCouponPricers

(

const std::vector< boost::shared_ptr< QuantLibAddin::FloatingRateCouponPricer > > &

)

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The documentation for this class was generated from the following file:

• leg.hpp