flowanalysis.hpp
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1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 
3 /*
4  Copyright (C) 2006, 2011 Ferdinando Ametrano
5  Copyright (C) 2006 Giorgio Facchinetti
6 
7  This file is part of QuantLib, a free-software/open-source library
8  for financial quantitative analysts and developers - http://quantlib.org/
9 
10  QuantLib is free software: you can redistribute it and/or modify it
11  under the terms of the QuantLib license. You should have received a
12  copy of the license along with this program; if not, please email
13  <quantlib-dev@lists.sf.net>. The license is also available online at
14  <http://quantlib.org/license.shtml>.
15 
16  This program is distributed in the hope that it will be useful, but WITHOUT
17  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18  FOR A PARTICULAR PURPOSE. See the license for more details.
19 */
20 
21 #ifndef qla_analysis_hpp
22 #define qla_analysis_hpp
23 
24 #include <boost/shared_ptr.hpp>
25 #include <vector>
26 #include <oh/property.hpp>
27 
28 namespace QuantLib {
29  class CashFlow;
30  class Date;
31  typedef std::vector<boost::shared_ptr<CashFlow> > Leg;
32 }
33 
34 namespace QuantLibAddin {
35 
36  std::vector<std::vector<ObjectHandler::property_t> >
37  flowAnalysis(const QuantLib::Leg& leg,
38  const QuantLib::Date& d);
39 
40 }
41 
42 #endif
std::vector< boost::shared_ptr< CashFlow > > Leg
Definition: flowanalysis.hpp:30
std::vector< std::vector< ObjectHandler::property_t > > flowAnalysis(const QuantLib::Leg &leg, const QuantLib::Date &d)
Definition: abcd.hpp:38
Definition: abcd.hpp:30