QuantLib_CashFlow man page

CashFlow — Base class for cash flows.


#include <ql/cashflow.hpp>

Inherits Event.

Inherited by CommodityCashFlow, Coupon, Dividend, IndexedCashFlow, and SimpleCashFlow.

Public Member Functions

Event interface

virtual Date date () const =0

bool hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const
returns true if an event has already occurred before a date

CashFlow interface

virtual Real amount () const =0
returns the amount of the cash flow
virtual Date exCouponDate () const
returns the date that the cash flow trades exCoupon
bool tradingExCoupon (const Date &refDate=Date()) const
returns true if the cashflow is trading ex-coupon on the refDate


virtual void accept (AcyclicVisitor &)

Detailed Description

Base class for cash flows.

This class is purely virtual and acts as a base class for the actual cash flow implementations.

Member Function Documentation

virtual Date date () const [pure virtual]


This is inherited from the event class

Implements Event.

Implemented in IndexedCashFlow, Coupon, Dividend, and SimpleCashFlow.

bool hasOccurred (const Date & refDate = Date(), boost::optional< bool > includeRefDate = boost::none) const [virtual]

returns true if an event has already occurred before a date overloads Event::hasOccurred in order to take Settings::includeTodaysCashflows in account

Reimplemented from Event.

virtual Real amount () const [pure virtual]

returns the amount of the cash flow


The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implemented in CPICashFlow, FractionalDividend, IndexedCashFlow, FixedDividend, InflationCoupon, FixedRateCoupon, FloatingRateCoupon, Dividend, and SimpleCashFlow.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

exCouponDate(3), hasOccurred(3) and tradingExCoupon(3) are aliases of QuantLib_CashFlow(3).

QuantLib Version 1.8.1 Fri Sep 23 2016