SwapCashFlows Class Reference

#include <ql/experimental/basismodels/swaptioncfs.hpp>

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Public Member Functions
	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
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 53 of file swaptioncfs.hpp.

Constructor & Destructor Documentation

SwapCashFlows() [1/2]

SwapCashFlows	(	const ext::shared_ptr< VanillaSwap > &	swap,
		const Handle< YieldTermStructure > &	discountCurve,
		bool	contTenorSpread = true
	)

Definition at line 94 of file swaptioncfs.cpp.

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SwapCashFlows() [2/2]

SwapCashFlows ( )

default

Member Function Documentation

fixedLeg()

const Leg & fixedLeg

(

)

const

Definition at line 68 of file swaptioncfs.hpp.

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fixedTimes()

const std::vector< Real > & fixedTimes

(

)

const

Definition at line 69 of file swaptioncfs.hpp.

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fixedWeights()

const std::vector< Real > & fixedWeights

(

)

const

Definition at line 70 of file swaptioncfs.hpp.

annuityWeights()

const std::vector< Real > & annuityWeights

(

)

const

Definition at line 71 of file swaptioncfs.hpp.

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Member Data Documentation

fixedLeg_

Leg fixedLeg_

protected

Definition at line 56 of file swaptioncfs.hpp.

fixedTimes_

std::vector<Real> fixedTimes_

protected

Definition at line 57 of file swaptioncfs.hpp.

fixedWeights_

std::vector<Real> fixedWeights_

protected

Definition at line 58 of file swaptioncfs.hpp.

annuityWeights_

std::vector<Real> annuityWeights_

protected

Definition at line 59 of file swaptioncfs.hpp.