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 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


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


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

Fri Sep 23 2016 Version 1.8.1 QuantLib