QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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instrument callability More...
#include <callabilityschedule.hpp>
Public Types | |
enum | Type { Call , Put } |
type of the callability More... | |
Public Member Functions | |
Callability (const Bond::Price &price, Type type, const Date &date) | |
const Bond::Price & | price () const |
Type | type () const |
Event interface | |
Date | date () const override |
returns the date at which the event occurs More... | |
Public Member Functions inherited from Event | |
~Event () override=default | |
virtual bool | hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const |
returns true if an event has already occurred before a date More... | |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Visitability | |
ext::optional< Bond::Price > | price_ |
Type | type_ |
Date | date_ |
void | accept (AcyclicVisitor &) override |
instrument callability
Definition at line 39 of file callabilityschedule.hpp.
enum Type |
Callability | ( | const Bond::Price & | price, |
Type | type, | ||
const Date & | date | ||
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Definition at line 44 of file callabilityschedule.hpp.
const Bond::Price & price | ( | ) | const |
Definition at line 46 of file callabilityschedule.hpp.
Type type | ( | ) | const |
Definition at line 50 of file callabilityschedule.hpp.
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overridevirtual |
returns the date at which the event occurs
Implements Event.
Definition at line 53 of file callabilityschedule.hpp.
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overridevirtual |
Reimplemented from Event.
Definition at line 65 of file callabilityschedule.hpp.
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private |
Definition at line 60 of file callabilityschedule.hpp.
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private |
Definition at line 61 of file callabilityschedule.hpp.
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private |
Definition at line 62 of file callabilityschedule.hpp.