MakeSchedule Class Reference

helper class More...

#include <schedule.hpp>

Collaboration diagram for MakeSchedule:

Public Member Functions
MakeSchedule &	from (const Date &effectiveDate)
MakeSchedule &	to (const Date &terminationDate)
MakeSchedule &	withTenor (const Period &)
MakeSchedule &	withFrequency (Frequency)
MakeSchedule &	withCalendar (const Calendar &)
MakeSchedule &	withConvention (BusinessDayConvention)
MakeSchedule &	withTerminationDateConvention (BusinessDayConvention)
MakeSchedule &	withRule (DateGeneration::Rule)
MakeSchedule &	forwards ()
MakeSchedule &	backwards ()
MakeSchedule &	endOfMonth (bool flag=true)
MakeSchedule &	withFirstDate (const Date &d)
MakeSchedule &	withNextToLastDate (const Date &d)
	operator Schedule () const

Private Attributes
Calendar	calendar_
Date	effectiveDate_
Date	terminationDate_
ext::optional< Period >	tenor_
ext::optional< BusinessDayConvention >	convention_
ext::optional< BusinessDayConvention >	terminationDateConvention_
DateGeneration::Rule	rule_ = DateGeneration::Backward
bool	endOfMonth_ = false
Date	firstDate_
Date	nextToLastDate_

Detailed Description

helper class

This class provides a more comfortable interface to the argument list of Schedule's constructor.

Examples

CDS.cpp.

Definition at line 126 of file schedule.hpp.

Member Function Documentation

from()

MakeSchedule & from

(

const Date &

effectiveDate

)

Examples

CDS.cpp.

Definition at line 532 of file schedule.cpp.

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to()

MakeSchedule & to

(

const Date &

terminationDate

)

Examples

CDS.cpp.

Definition at line 537 of file schedule.cpp.

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withTenor()

MakeSchedule & withTenor

(

const Period &

tenor

)

Definition at line 542 of file schedule.cpp.

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withFrequency()

MakeSchedule & withFrequency

(

Frequency

frequency

)

Examples

CDS.cpp.

Definition at line 547 of file schedule.cpp.

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withCalendar()

MakeSchedule & withCalendar

(

const Calendar &

calendar

)

Examples

CDS.cpp.

Definition at line 552 of file schedule.cpp.

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withConvention()

MakeSchedule & withConvention

(

BusinessDayConvention

conv

)

Examples

CDS.cpp.

Definition at line 557 of file schedule.cpp.

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withTerminationDateConvention()

MakeSchedule & withTerminationDateConvention

(

BusinessDayConvention

conv

)

Examples

CDS.cpp.

Definition at line 562 of file schedule.cpp.

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withRule()

MakeSchedule & withRule

(

DateGeneration::Rule

r

)

Examples

CDS.cpp.

Definition at line 568 of file schedule.cpp.

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forwards()

MakeSchedule & forwards

(

)

Definition at line 573 of file schedule.cpp.

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backwards()

MakeSchedule & backwards

(

)

Definition at line 578 of file schedule.cpp.

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endOfMonth()

MakeSchedule & endOfMonth

(

bool

flag = true

)

Definition at line 583 of file schedule.cpp.

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withFirstDate()

MakeSchedule & withFirstDate

(

const Date &

d

)

Definition at line 588 of file schedule.cpp.

withNextToLastDate()

MakeSchedule & withNextToLastDate

(

const Date &

d

)

Definition at line 593 of file schedule.cpp.

operator Schedule()

operator Schedule

(

)

const

Definition at line 598 of file schedule.cpp.

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Member Data Documentation

calendar_

Calendar calendar_

private

Definition at line 143 of file schedule.hpp.

effectiveDate_

Date effectiveDate_

private

Definition at line 144 of file schedule.hpp.

terminationDate_

Date terminationDate_

private

Definition at line 144 of file schedule.hpp.

tenor_

ext::optional<Period> tenor_

private

Definition at line 145 of file schedule.hpp.

convention_

ext::optional<BusinessDayConvention> convention_

private

Definition at line 146 of file schedule.hpp.

terminationDateConvention_

ext::optional<BusinessDayConvention> terminationDateConvention_

private

Definition at line 147 of file schedule.hpp.

rule_

DateGeneration::Rule rule_ = DateGeneration::Backward

private

Definition at line 148 of file schedule.hpp.

endOfMonth_

bool endOfMonth_ = false

private

Definition at line 149 of file schedule.hpp.

firstDate_

Date firstDate_

private

Definition at line 150 of file schedule.hpp.

nextToLastDate_

Date nextToLastDate_

private

Definition at line 150 of file schedule.hpp.