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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for CashFlows, including all inherited members.
| accrualDays(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| accrualEndDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| accrualPeriod(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| accrualStartDate(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) | CashFlows | static |
| accruedAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| accruedDays(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| accruedPeriod(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| atmRate(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real npv=Null< Real >()) | CashFlows | static |
| basisPointValue(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| basisPointValue(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| bps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| bps(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| bps(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| CashFlows()=delete | CashFlows | |
| CashFlows(CashFlows &&)=delete | CashFlows | |
| CashFlows(const CashFlows &)=delete | CashFlows | |
| convexity(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| convexity(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| duration(const Leg &leg, const InterestRate &yield, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| duration(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| isExpired(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| maturityDate(const Leg &leg) | CashFlows | static |
| nextCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| nextCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| nextCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| nextCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| nominal(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) | CashFlows | static |
| npv(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| npv(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| npv(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| npv(const Leg &leg, const ext::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| npvbps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| npvbps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate, Date npvDate, Real &npv, Real &bps) | CashFlows | static |
| operator=(CashFlows &&)=delete | CashFlows | |
| operator=(const CashFlows &)=delete | CashFlows | |
| previousCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| previousCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| previousCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| previousCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static |
| referencePeriodEnd(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) | CashFlows | static |
| referencePeriodStart(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) | CashFlows | static |
| startDate(const Leg &leg) | CashFlows | static |
| yield(const Leg &leg, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05) | CashFlows | static |
| yield(const Solver &solver, const Leg &leg, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Rate guess=0.05) | CashFlows | static |
| yieldValueBasisPoint(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| yieldValueBasisPoint(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static |
| zSpread(const Leg &leg, Real npv, const ext::shared_ptr< YieldTermStructure > &, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CashFlows | static |
| zSpread(const Leg &leg, const ext::shared_ptr< YieldTermStructure > &d, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CashFlows | static |
| ~CashFlows()=default | CashFlows |