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QuantLib::Schedule – Payment schedule.

Synopsis

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

Public Member Functions

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

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.