QuantLib: ql/cashflows Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

cashflows Directory Reference

## Files
file | averagebmacoupon.hpp
| coupon paying a weighted average of BMA-index fixings
file | capflooredcoupon.hpp
| Floating rate coupon with additional cap/floor.
file | capflooredinflationcoupon.hpp
| caplet and floorlet pricing for YoY inflation coupons
file | cashflows.hpp
| Cash-flow analysis functions.
file | cashflowvectors.hpp
| Cash flow vector builders.
file | cmscoupon.hpp
| CMS coupon.
file | conundrumpricer.hpp
| CMS-coupon pricer.
file | coupon.hpp
| Coupon accruing over a fixed period.
file | couponpricer.hpp
| Coupon pricers.
file | cpicoupon.hpp
| Coupon paying a zero-inflation index.
file | cpicouponpricer.hpp
| zero inflation-coupon pricer
file | digitalcmscoupon.hpp
| Cms-rate coupon with digital call/put option.
file | digitalcoupon.hpp
| Floating-rate coupon with digital call/put option.
file | digitaliborcoupon.hpp
| Ibor-rate coupon with digital call/put option.
file | dividend.hpp
| A stock dividend.
file | duration.hpp
| Duration type enumeration.
file | fixedratecoupon.hpp
| Coupon paying a fixed annual rate.
file | floatingratecoupon.hpp
| Coupon paying a variable index-based rate.
file | iborcoupon.hpp
| Coupon paying a Libor-type index.
file | inflationcouponpricer.hpp
| inflation-coupon pricers
file | lineartsrpricer.hpp
| linear terminal swap rate model for cms coupon pricing
file | overnightindexedcoupon.hpp
| coupon paying the compounded daily overnight rate
file | rangeaccrual.hpp
| range-accrual coupon
file | replication.hpp
| Sub, Central, or Super replication.
file | simplecashflow.hpp
| Cash flow dependent on an index ratio (NOT a coupon, i.e. no accruals)
file | timebasket.hpp
| distribution over a number of date ranges
file | yoyinflationcoupon.hpp
| Coupon paying a yoy inflation index.