### A free/open-source library for quantitative finance

CashFlows Member List
This is the complete list of members for CashFlows, including all inherited members.

accrualDays(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
accrualEndDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
accrualPeriod(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
accrualStartDate(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
accruedAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
accruedDays(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
accruedPeriod(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
atmRate(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real npv=Null< Real >()) | CashFlows | `[static]`
basisPointValue(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
basisPointValue(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
bps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
bps(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
bps(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
convexity(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
convexity(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
duration(const Leg &leg, const InterestRate &yield, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
duration(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
isExpired(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
maturityDate(const Leg &leg) (defined in CashFlows) | CashFlows | `[static]`
nextCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | `[static]`
nextCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
nextCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
nextCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
nominal(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
npv(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
npv(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
npv(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
npv(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
npvbps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate, Date npvDate, Real &npv, Real &bps) | CashFlows | `[static]`
previousCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | `[static]`
previousCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
previousCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
previousCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
referencePeriodEnd(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
referencePeriodStart(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
startDate(const Leg &leg) (defined in CashFlows) | CashFlows | `[static]`
yield(const Leg &leg, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05) | CashFlows | `[static]`
yieldValueBasisPoint(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | `[static]`
yieldValueBasisPoint(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
zSpread(const Leg &leg, Real npv, const boost::shared_ptr< YieldTermStructure > &, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CashFlows | `[static]`
zSpread(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &d, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CashFlows | `[static]`