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.