CashFlows::IrrFinder Class Reference

Collaboration diagram for CashFlows::IrrFinder:

Public Member Functions
	IrrFinder (const Leg &leg, Real npv, DayCounter dayCounter, Compounding comp, Frequency freq, bool includeSettlementDateFlows, Date settlementDate, Date npvDate)
Real	operator() (Rate y) const
Real	derivative (Rate y) const

Private Member Functions
void	checkSign () const

Private Attributes
const Leg &	leg_
Real	npv_
DayCounter	dayCounter_
Compounding	compounding_
Frequency	frequency_
bool	includeSettlementDateFlows_
Date	settlementDate_
Date	npvDate_

Detailed Description

Definition at line 43 of file cashflows.hpp.

Constructor & Destructor Documentation

IrrFinder()

IrrFinder	(	const Leg &	leg,
		Real	npv,
		DayCounter	dayCounter,
		Compounding	comp,
		Frequency	freq,
		bool	includeSettlementDateFlows,
		Date	settlementDate,
		Date	npvDate
	)

Definition at line 734 of file cashflows.cpp.

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Member Function Documentation

operator()()

Real operator()

(

Rate

y

)

const

Definition at line 755 of file cashflows.cpp.

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derivative()

Real derivative

(

Rate

y

)

const

Definition at line 763 of file cashflows.cpp.

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checkSign()

void checkSign ( ) const

private

Definition at line 770 of file cashflows.cpp.

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Member Data Documentation

leg_

const Leg& leg_

private

Definition at line 59 of file cashflows.hpp.

npv_

Real npv_

private

Definition at line 60 of file cashflows.hpp.

dayCounter_

DayCounter dayCounter_

private

Definition at line 61 of file cashflows.hpp.

compounding_

Compounding compounding_

private

Definition at line 62 of file cashflows.hpp.

frequency_

Frequency frequency_

private

Definition at line 63 of file cashflows.hpp.

includeSettlementDateFlows_

bool includeSettlementDateFlows_

private

Definition at line 64 of file cashflows.hpp.

settlementDate_

Date settlementDate_

private

Definition at line 65 of file cashflows.hpp.

npvDate_

Date npvDate_

private

Definition at line 65 of file cashflows.hpp.