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QuantLib_MakeSchedule

NAME

QuantLib::MakeSchedule -

helper class

SYNOPSIS

#include <ql/time/schedule.hpp>

Public Member Functions

MakeSchedule & from (const Date &effectiveDate)

MakeSchedule & to (const Date &terminationDate)

MakeSchedule & withTenor (const Period &)

MakeSchedule & withFrequency (Frequency)

MakeSchedule & withCalendar (const Calendar &)

MakeSchedule & withConvention (BusinessDayConvention)

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.