QuantLibAddin::MultiPhaseLeg Class Reference

#include <qlo/leg.hpp>

Inheritance diagram for QuantLibAddin::MultiPhaseLeg:
Collaboration diagram for QuantLibAddin::MultiPhaseLeg:

Public Member Functions

 MultiPhaseLeg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< boost::shared_ptr< Leg > > &legs, bool toBeSorted, bool permanent)
 
- Public Member Functions inherited from 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 (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

◆ MultiPhaseLeg()

QuantLibAddin::MultiPhaseLeg::MultiPhaseLeg ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::vector< boost::shared_ptr< Leg > > &  legs,
bool  toBeSorted,
bool  permanent 
)

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