rule (3) - Linux Manuals
rule: Payment schedule.
NAME
QuantLib::Schedule - Payment schedule.
SYNOPSIS
#include <ql/time/schedule.hpp>
Public Member Functions
Schedule (const std::vector< Date > &, const Calendar &calendar=NullCalendar(), BusinessDayConvention convention=Unadjusted)
Schedule (const 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
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
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.
Author
Generated automatically by Doxygen for QuantLib from the source code.