QuantLib_Schedule man page

Schedule — Payment schedule.  

Synopsis

#include <ql/time/schedule.hpp>

Public Member Functions

Schedule (const std::vector< Date > &, const Calendar &calendar=NullCalendar(), const BusinessDayConvention convention=Unadjusted, boost::optional< BusinessDayConvention > terminationDateConvention=boost::none, const boost::optional< Period > tenor=boost::none, boost::optional< DateGeneration::Rule > rule=boost::none, boost::optional< bool > endOfMonth=boost::none, const std::vector< bool > &isRegular=std::vector< bool >(0))
Schedule (Date effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration::Rule rule, bool endOfMonth, const Date &firstDate=Date(), const Date &nextToLastDate=Date())

Date access

Size size () const
const Date & operator[] (Size i) const
const Date & at (Size i) const
const Date & date (Size i) const
Date previousDate (const Date &refDate) const
Date nextDate (const Date &refDate) const
const std::vector< Date > & dates () const
bool isRegular (Size i) const
const std::vector< bool > & isRegular () const

Other inspectors

bool empty () const
const Calendar & calendar () const
const Date & startDate () const
const Date & endDate () const
const Period & tenor () const
BusinessDayConvention businessDayConvention () const
BusinessDayConvention terminationDateBusinessDayConvention () const
DateGeneration::Rule rule () const
bool endOfMonth () const

Utilities

Schedule until (const Date &truncationDate) const
truncated schedule

Iterators

typedef std::vector< Date >::const_iterator const_iterator
const_iterator begin () const
const_iterator end () const
const_iterator lower_bound (const Date &d=Date()) const

Detailed Description

Payment schedule.

Examples: BermudanSwaption.cpp, Bonds.cpp, CallableBonds.cpp, CDS.cpp, ConvertibleBonds.cpp, FittedBondCurve.cpp, Repo.cpp, and swapvaluation.cpp.

Constructor & Destructor Documentation

Schedule (const std::vector< Date > &, const Calendar & calendar = NullCalendar(), const BusinessDayConvention convention = Unadjusted, boost::optional< BusinessDayConvention > terminationDateConvention = boost::none, const boost::optional< Period > tenor = boost::none, boost::optional< DateGeneration::Rule > rule = boost::none, boost::optional< bool > endOfMonth = boost::none, const std::vector< bool > & isRegular = std::vector< bool >(0))

constructor that takes any list of dates, and optionally meta information that can be used by client classes. Note that neither the list of dates nor the meta information is checked for plausibility in any sense.

Schedule (Date effectiveDate, const Date & terminationDate, const Period & tenor, const Calendar & calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration::Rule rule, bool endOfMonth, const Date & firstDate = Date(), const Date & nextToLastDate = Date())

rule based constructor

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

keyrings(7).

The man pages isRegular(3), lower_bound(3), previousDate(3), rule(3), Schedule(3), terminationDateBusinessDayConvention(3) and until(3) are aliases of QuantLib_Schedule(3).

Wed Aug 2 2017 Version 1.10 QuantLib