#include <qle/cashflows/indexedcoupon.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/time/daycounter.hpp>
Go to the source code of this file.
Namespaces | |
namespace | QuantExt |
Functions | |
QuantLib::ext::shared_ptr< CashFlow > | unpackIndexedCouponOrCashFlow (const QuantLib::ext::shared_ptr< CashFlow > &c) |
QuantLib::ext::shared_ptr< Coupon > | unpackIndexedCoupon (const QuantLib::ext::shared_ptr< Coupon > &c) |
QuantLib::ext::shared_ptr< CashFlow > | unpackIndexWrappedCashFlow (const QuantLib::ext::shared_ptr< CashFlow > &c) |
Real | getIndexedCouponOrCashFlowMultiplier (const QuantLib::ext::shared_ptr< CashFlow > &c) |
std::vector< std::tuple< Date, QuantLib::ext::shared_ptr< Index >, Real > > | getIndexedCouponOrCashFlowFixingDetails (const QuantLib::ext::shared_ptr< CashFlow > &c) |