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: