QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
cashflows Directory Reference

Files

file  averagebmacoupon.hpp
 coupon paying a weighted average of BMA-index fixings
 
file  capflooredcoupon.hpp
 Floating rate coupon with additional cap/floor.
 
file  capflooredinflationcoupon.hpp
 caplet and floorlet pricing for YoY inflation coupons
 
file  cashflows.hpp
 Cash-flow analysis functions.
 
file  cashflowvectors.hpp
 Cash flow vector builders.
 
file  cmscoupon.hpp
 CMS coupon.
 
file  conundrumpricer.hpp
 CMS-coupon pricer.
 
file  coupon.hpp
 Coupon accruing over a fixed period.
 
file  couponpricer.hpp
 Coupon pricers.
 
file  cpicoupon.hpp
 Coupon paying a zero-inflation index.
 
file  cpicouponpricer.hpp
 zero inflation-coupon pricer
 
file  digitalcmscoupon.hpp
 Cms-rate coupon with digital call/put option.
 
file  digitalcoupon.hpp
 Floating-rate coupon with digital call/put option.
 
file  digitaliborcoupon.hpp
 Ibor-rate coupon with digital call/put option.
 
file  dividend.hpp
 A stock dividend.
 
file  duration.hpp
 Duration type enumeration.
 
file  fixedratecoupon.hpp
 Coupon paying a fixed annual rate.
 
file  floatingratecoupon.hpp
 Coupon paying a variable index-based rate.
 
file  iborcoupon.hpp
 Coupon paying a Libor-type index.
 
file  indexedcashflow.hpp
 
file  inflationcoupon.hpp
 
file  inflationcouponpricer.hpp
 inflation-coupon pricers
 
file  overnightindexedcoupon.hpp
 coupon paying the compounded daily overnight rate
 
file  rangeaccrual.hpp
 range-accrual coupon
 
file  replication.hpp
 Sub, Central, or Super replication.
 
file  simplecashflow.hpp
 Cash flow dependent on an index ratio (NOT a coupon, i.e. no accruals)
 
file  timebasket.hpp
 distribution over a number of date ranges
 
file  yoyinflationcoupon.hpp
 Coupon paying a yoy inflation index.