QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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cashflows.cpp File Reference
#include <ql/cashflows/cashflows.hpp>
#include <ql/cashflows/coupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/math/solvers1d/newtonsafe.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/termstructures/yield/zerospreadedtermstructure.hpp>
#include <utility>

Go to the source code of this file.

Namespaces

namespace  QuantLib
 

Variable Documentation

◆ discountCurve_

const YieldTermStructure& discountCurve_
private

Definition at line 418 of file cashflows.cpp.

◆ bps_

Real bps_ = 0.0
private

Definition at line 419 of file cashflows.cpp.

◆ nonSensNPV_

Real nonSensNPV_ = 0.0
private

Definition at line 419 of file cashflows.cpp.

◆ leg_

const Leg& leg_
private

Definition at line 1184 of file cashflows.cpp.

◆ npv_

Real npv_
private

Definition at line 1185 of file cashflows.cpp.

◆ zSpread_

ext::shared_ptr<SimpleQuote> zSpread_
private

Definition at line 1186 of file cashflows.cpp.

◆ curve_

ZeroSpreadedTermStructure curve_
private

Definition at line 1187 of file cashflows.cpp.

◆ includeSettlementDateFlows_

bool includeSettlementDateFlows_
private

Definition at line 1188 of file cashflows.cpp.

◆ settlementDate_

Date settlementDate_
private

Definition at line 1189 of file cashflows.cpp.

◆ npvDate_

Date npvDate_
private

Definition at line 1189 of file cashflows.cpp.