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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
indexedcoupon.cpp File Reference
#include <qle/cashflows/indexedcoupon.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/time/daycounter.hpp>

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Namespaces

namespace  QuantExt
 

Functions

QuantLib::ext::shared_ptr< CashFlow > unpackIndexedCouponOrCashFlow (const QuantLib::ext::shared_ptr< CashFlow > &c)
 
QuantLib::ext::shared_ptr< CouponunpackIndexedCoupon (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)