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QuantLib_MakeSchedule
Langue: en
Version: 159079 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::MakeSchedule - helper classSYNOPSIS
#include <ql/time/schedule.hpp>
Public Member Functions
MakeSchedule (const Date &effectiveDate, const Date &terminationDate, const Period &tenor, const Calendar &calendar, BusinessDayConvention convention)
MakeSchedule & withTerminationDateConvention (BusinessDayConvention)
MakeSchedule & withRule (DateGeneration::Rule)
MakeSchedule & forwards ()
MakeSchedule & backwards ()
MakeSchedule & endOfMonth (bool flag=true)
MakeSchedule & withFirstDate (const Date &d)
MakeSchedule & withNextToLastDate (const Date &d)
operator Schedule () const
Detailed Description
helper class
This class provides a more comfortable interface to the argument list of Schedule's constructor.
Examples:
CDS.cpp.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre