flowanalysis.cpp File Reference

#include <iomanip>
#include <ored/utilities/flowanalysis.hpp>
#include <ored/utilities/to_string.hpp>
#include <ostream>
#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/cashflows/coupon.hpp>
#include <ql/cashflows/cpicoupon.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/indexes/interestrateindex.hpp>
#include <qle/cashflows/averageonindexedcoupon.hpp>
#include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>
#include <qle/cashflows/fxlinkedcashflow.hpp>

Go to the source code of this file.

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Macros
#define	PAYMENT_DATE   0
#define	ACCRUAL_START_DATE   1
#define	ACCRUAL_END_DATE   2
#define	FIXING_DATE   3
#define	INDEX   4

Functions
vector< vector< string > >	flowAnalysis (const QuantLib::Leg &)
	Flow Analysis. More...

Macro Definition Documentation

PAYMENT_DATE

#define PAYMENT_DATE   0

Definition at line 70 of file flowanalysis.cpp.

ACCRUAL_START_DATE

#define ACCRUAL_START_DATE   1

Definition at line 71 of file flowanalysis.cpp.

ACCRUAL_END_DATE

#define ACCRUAL_END_DATE   2

Definition at line 72 of file flowanalysis.cpp.

FIXING_DATE

#define FIXING_DATE   3

Definition at line 73 of file flowanalysis.cpp.

INDEX

#define INDEX   4

Definition at line 74 of file flowanalysis.cpp.