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
SwaptionCashFlows Class Reference

#include <swaptioncfs.hpp>

+ Inheritance diagram for SwaptionCashFlows:
+ Collaboration diagram for SwaptionCashFlows:

Public Member Functions

 SwaptionCashFlows (const ext::shared_ptr< Swaption > &swaption, const Handle< YieldTermStructure > &discountCurve, bool contTenorSpread=true)
 
 SwaptionCashFlows ()=default
 
ext::shared_ptr< Swaptionswaption () const
 
const std::vector< Real > & exerciseTimes () const
 
- Public Member Functions inherited from SwapCashFlows
 SwapCashFlows (const ext::shared_ptr< FixedVsFloatingSwap > &swap, const Handle< YieldTermStructure > &discountCurve, bool contTenorSpread=true)
 
 SwapCashFlows ()=default
 
const LegfixedLeg () const
 
const std::vector< Real > & fixedTimes () const
 
const std::vector< Real > & fixedWeights () const
 
const std::vector< Real > & annuityWeights () const
 
- Public Member Functions inherited from IborLegCashFlows
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

ext::shared_ptr< Swaptionswaption_
 
std::vector< RealexerciseTimes_
 
- Protected Attributes inherited from SwapCashFlows
Leg fixedLeg_
 
std::vector< RealfixedTimes_
 
std::vector< RealfixedWeights_
 
std::vector< RealannuityWeights_
 
- Protected Attributes inherited from IborLegCashFlows
Date refDate_
 
Leg floatLeg_
 
std::vector< RealfloatTimes_
 
std::vector< RealfloatWeights_
 

Detailed Description

Definition at line 75 of file swaptioncfs.hpp.

Constructor & Destructor Documentation

◆ SwaptionCashFlows() [1/2]

SwaptionCashFlows ( const ext::shared_ptr< Swaption > &  swaption,
const Handle< YieldTermStructure > &  discountCurve,
bool  contTenorSpread = true 
)

Definition at line 119 of file swaptioncfs.cpp.

+ Here is the call graph for this function:

◆ SwaptionCashFlows() [2/2]

SwaptionCashFlows ( )
default

Member Function Documentation

◆ swaption()

ext::shared_ptr< Swaption > swaption ( ) const

Definition at line 87 of file swaptioncfs.hpp.

◆ exerciseTimes()

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

Definition at line 88 of file swaptioncfs.hpp.

Member Data Documentation

◆ swaption_

ext::shared_ptr<Swaption> swaption_
protected

Definition at line 77 of file swaptioncfs.hpp.

◆ exerciseTimes_

std::vector<Real> exerciseTimes_
protected

Definition at line 78 of file swaptioncfs.hpp.