QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Attributes | List of all members
IborLegCashFlows Class Reference

#include <swaptioncfs.hpp>

+ Inheritance diagram for IborLegCashFlows:
+ Collaboration diagram for IborLegCashFlows:

Public Member Functions

const LegfloatLeg () const
 
const std::vector< Real > & floatTimes () const
 
const std::vector< Real > & floatWeights () const
 
 IborLegCashFlows (const Leg &iborLeg, const Handle< YieldTermStructure > &discountCurve, bool contTenorSpread=true)
 
 IborLegCashFlows ()=default
 

Protected Attributes

Date refDate_
 
Leg floatLeg_
 
std::vector< RealfloatTimes_
 
std::vector< RealfloatWeights_
 

Detailed Description

Definition at line 34 of file swaptioncfs.hpp.

Constructor & Destructor Documentation

◆ IborLegCashFlows() [1/2]

IborLegCashFlows ( const Leg iborLeg,
const Handle< YieldTermStructure > &  discountCurve,
bool  contTenorSpread = true 
)

Definition at line 34 of file swaptioncfs.cpp.

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◆ IborLegCashFlows() [2/2]

IborLegCashFlows ( )
default

Member Function Documentation

◆ floatLeg()

const Leg & floatLeg ( ) const

Definition at line 42 of file swaptioncfs.hpp.

◆ floatTimes()

const std::vector< Real > & floatTimes ( ) const

Definition at line 43 of file swaptioncfs.hpp.

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◆ floatWeights()

const std::vector< Real > & floatWeights ( ) const

Definition at line 44 of file swaptioncfs.hpp.

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Member Data Documentation

◆ refDate_

Date refDate_
protected

Definition at line 36 of file swaptioncfs.hpp.

◆ floatLeg_

Leg floatLeg_
protected

Definition at line 37 of file swaptioncfs.hpp.

◆ floatTimes_

std::vector<Real> floatTimes_
protected

Definition at line 38 of file swaptioncfs.hpp.

◆ floatWeights_

std::vector<Real> floatWeights_
protected

Definition at line 39 of file swaptioncfs.hpp.