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QuantLib_CashFlow

NAME

QuantLib::CashFlow -

Base class for cash flows.

SYNOPSIS

#include <ql/cashflow.hpp>

Inherits QuantLib::Event.

Inherited by CommodityCashFlow, Coupon, Dividend, IndexedCashFlow, and SimpleCashFlow.

Public Member Functions

Event interface

 

virtual Date date () const =0

bool hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const
returns true if an event has already occurred before a date

CashFlow interface

 

virtual Real amount () const =0
returns the amount of the cash flow

Visitability

 

virtual void accept (AcyclicVisitor &)

Detailed Description

Base class for cash flows.

This class is purely virtual and acts as a base class for the actual cash flow implementations.

Member Function Documentation

virtual Date date () const [pure virtual]Note:

This is inherited from the event class

Implements Event.

Implemented in Coupon, Dividend, and SimpleCashFlow.

bool hasOccurred (const Date & refDate = Date(), boost::optional< bool > includeRefDate = boost::none) const [virtual]

returns true if an event has already occurred before a date overloads Event::hasOccurred in order to take QL_TODAYS_PAYMENTS in account

Reimplemented from Event.

virtual Real amount () const [pure virtual]

returns the amount of the cash flow Note:

The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implemented in Dividend, FixedDividend, FractionalDividend, FixedRateCoupon, and SimpleCashFlow.

Author

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