Schedule Class Reference

Payment schedule. More...

#include <ql/time/schedule.hpp>

Public Member Functions
	Schedule (const std::vector< Date > &, Calendar calendar=NullCalendar(), BusinessDayConvention convention=Unadjusted, const ext::optional< BusinessDayConvention > &terminationDateConvention=ext::nullopt, const ext::optional< Period > &tenor=ext::nullopt, const ext::optional< DateGeneration::Rule > &rule=ext::nullopt, const ext::optional< bool > &endOfMonth=ext::nullopt, std::vector< bool > isRegular=std::vector< bool >(0))
	Schedule (Date effectiveDate, const Date &terminationDate, const Period &tenor, Calendar calendar, BusinessDayConvention convention, BusinessDayConvention terminationDateConvention, DateGeneration::Rule rule, bool endOfMonth, const Date &firstDate=Date(), const Date &nextToLastDate=Date())
Element access
Size	size () const
const Date &	operator[] (Size i) const
const Date &	at (Size i) const
const Date &	date (Size i) const
const std::vector< Date > &	dates () const
bool	empty () const
const Date &	front () const
const Date &	back () const
Other inspectors
Date	previousDate (const Date &refDate) const
Date	nextDate (const Date &refDate) const
bool	hasIsRegular () const
bool	isRegular (Size i) const
const std::vector< bool > &	isRegular () const
const Calendar &	calendar () const
const Date &	startDate () const
const Date &	endDate () const
bool	hasTenor () const
const Period &	tenor () const
BusinessDayConvention	businessDayConvention () const
bool	hasTerminationDateBusinessDayConvention () const
BusinessDayConvention	terminationDateBusinessDayConvention () const
bool	hasRule () const
DateGeneration::Rule	rule () const
bool	hasEndOfMonth () const
bool	endOfMonth () const

Iterators
typedef std::vector< Date >::const_iterator	const_iterator
const_iterator	begin () const
const_iterator	end () const
const_iterator	lower_bound (const Date &d=Date()) const

Utilities
Schedule	after (const Date &truncationDate) const
	truncated schedule
Schedule	until (const Date &truncationDate) const

Detailed Description

Payment schedule.

Examples

BermudanSwaption.cpp, Bonds.cpp, CDS.cpp, CallableBonds.cpp, ConvertibleBonds.cpp, FittedBondCurve.cpp, Gaussian1dModels.cpp, MulticurveBootstrapping.cpp, and Repo.cpp.

Constructor & Destructor Documentation

Schedule() [1/2]

Schedule	(	const std::vector< Date > &	,
		Calendar	calendar = NullCalendar(),
		BusinessDayConvention	convention = Unadjusted,
		const ext::optional< BusinessDayConvention > &	terminationDateConvention = ext::nullopt,
		const ext::optional< Period > &	tenor = ext::nullopt,
		const ext::optional< DateGeneration::Rule > &	rule = ext::nullopt,
		const ext::optional< bool > &	endOfMonth = ext::nullopt,
		std::vector< bool >	isRegular = std::vector< bool >(0) )

constructor that takes any list of dates, and optionally meta information that can be used by client classes. Note that neither the list of dates nor the meta information is checked for plausibility in any sense.

Schedule() [2/2]

Schedule	(	Date	effectiveDate,
		const Date &	terminationDate,
		const Period &	tenor,
		Calendar	calendar,
		BusinessDayConvention	convention,
		BusinessDayConvention	terminationDateConvention,
		DateGeneration::Rule	rule,
		bool	endOfMonth,
		const Date &	firstDate = Date(),
		const Date &	nextToLastDate = Date() )

rule based constructor