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callabilityschedule.hpp
Langue: en
Version: 376271 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/callabilityschedule.hpp -Schedule of put/call dates.
SYNOPSIS
#include <ql/event.hpp>
#include <ql/utilities/null.hpp>
#include <boost/shared_ptr.hpp>
#include <boost/optional.hpp>
#include <vector>
Classes
class Callability
instrument callability
class Callability::Price
amount to be paid upon callability
Typedefs
typedef std::vector< boost::shared_ptr< Callability > > CallabilitySchedule
Detailed Description
Schedule of put/call dates.
Author
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