QuantLib_Schedule man page

Schedule — Payment schedule.  


#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 hasIsRegular () 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
bool hasTenor () const
const Period & tenor () const
BusinessDayConvention businessDayConvention () const
bool hasTerminationDateBusinessDayConvention () const
BusinessDayConvention terminationDateBusinessDayConvention () const
bool hasRule () const
DateGeneration::Rule rule () const
bool hasEndOfMonth () const
bool endOfMonth () const


Schedule until (const Date &truncationDate) const
truncated schedule


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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By


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

Mon Apr 30 2018 Version 1.12.1 QuantLib