#include <ql/experimental/basismodels/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< Swaption > | swaption () const |
| const std::vector< Real > & | exerciseTimes () const |
| Public Member Functions inherited from SwapCashFlows | |
| SwapCashFlows (const ext::shared_ptr< VanillaSwap > &swap, const Handle< YieldTermStructure > &discountCurve, bool contTenorSpread=true) | |
| SwapCashFlows ()=default | |
| const Leg & | fixedLeg () 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 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 | |
| ext::shared_ptr< Swaption > | swaption_ |
| std::vector< Real > | exerciseTimes_ |
| Protected Attributes inherited from SwapCashFlows | |
| Leg | fixedLeg_ |
| std::vector< Real > | fixedTimes_ |
| std::vector< Real > | fixedWeights_ |
| std::vector< Real > | annuityWeights_ |
| Protected Attributes inherited from IborLegCashFlows | |
| Date | refDate_ |
| Leg | floatLeg_ |
| std::vector< Real > | floatTimes_ |
| std::vector< Real > | floatWeights_ |
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 |
||
| ) |
◆ SwaptionCashFlows() [2/2]
|
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_
|
protected |
Definition at line 77 of file swaptioncfs.hpp.
◆ exerciseTimes_
|
protected |
Definition at line 78 of file swaptioncfs.hpp.