QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
cashflowvectors.cpp File Reference
#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/rangeaccrual.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

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Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Functions

Rate effectiveFixedRate (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)
 
bool noOption (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)