equitycashflow.cpp File Reference

#include <ql/cashflows/equitycashflow.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/indexes/equityindex.hpp>
#include <ql/termstructures/yield/quantotermstructure.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>

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Namespaces
namespace	QuantLib

Functions
void	setCouponPricer (const Leg &leg, const ext::shared_ptr< EquityCashFlowPricer > &p)