class holding cashflow-related results
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#include <ql/cashflow.hpp>
#include <ql/currency.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
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std::ostream & | operator<< (std::ostream &out, const CashFlowResults &t) |
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CashFlowResults | standardCashFlowResults (const boost::shared_ptr< QuantLib::CashFlow > &c, const QuantLib::Real multiplier=1.0, const std::string &type="Unspecified", const QuantLib::Size legNo=0, const QuantLib::Currency ¤cy=QuantLib::Currency(), const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve=QuantLib::Handle< QuantLib::YieldTermStructure >()) |
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CashFlowResults | populateCashFlowResultsFromCashflow (const boost::shared_ptr< QuantLib::CashFlow > &c, const QuantLib::Real multiplier=1.0, const QuantLib::Size legNo=0, const QuantLib::Currency ¤cy=QuantLib::Currency()) |
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class holding cashflow-related results