cashflowvectors.cpp File Reference

#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/rangeaccrual.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

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Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Functions
Rate	effectiveFixedRate (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)
bool	noOption (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)