callabilityschedule.hpp

Langue: en

Autres versions - même langue

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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