QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <swaptioncfs.hpp>
Public Member Functions | |
const Leg & | floatLeg () 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< Real > | floatTimes_ |
std::vector< Real > | floatWeights_ |
Definition at line 34 of file swaptioncfs.hpp.
IborLegCashFlows | ( | const Leg & | iborLeg, |
const Handle< YieldTermStructure > & | discountCurve, | ||
bool | contTenorSpread = true |
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default |
const Leg & floatLeg | ( | ) | const |
Definition at line 42 of file swaptioncfs.hpp.
const std::vector< Real > & floatTimes | ( | ) | const |
const std::vector< Real > & floatWeights | ( | ) | const |
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protected |
Definition at line 36 of file swaptioncfs.hpp.
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protected |
Definition at line 37 of file swaptioncfs.hpp.
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protected |
Definition at line 38 of file swaptioncfs.hpp.
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protected |
Definition at line 39 of file swaptioncfs.hpp.