julian::CashFlowVector Class Reference

Class helps to handle the vector of CFs. More...

#include <CashFlowVector.hpp>

Public Member Functions
	CashFlowVector (std::vector< SmartPointer< CashFlow > > &cfs_)
	Constructor. More...
double	prize (const SmartPointer< ir::Curve > &disc) const
	calculate discounted value of all CFs More...
double	valuation (const SmartPointer< ir::Curve > &disc) const
	values the CF More...
void	updateCashFlows (double quote, const InterestRate &rate)
	updates all CFs with given quote More...
void	updateCashFlows (const SmartPointer< ir::Curve > &)
	updates all CFs with forward rates calculated using interest curve provided More...
void	addCashFlow (SmartPointer< CashFlow > cf)
	appends CF to vector More...
SmartPointer< CashFlow >	operator[] (int) const
	returns i-th CF More...
std::vector< Date >	getDates () const
	returns dates of cfs More...
int	size () const
	number of CF More...

Private Member Functions
template<class Archive >
void	serialize (Archive &ar, const unsigned int)
	interface used by Boost serialization library More...

Private Attributes
std::vector< SmartPointer< CashFlow > >	cfs
	Vector of cashflows. More...

Friends
class	boost::serialization::access
std::ostream &	operator<< (std::ostream &, CashFlowVector &)
	Overloads stream operator. More...

Detailed Description

Class helps to handle the vector of CFs.

CashFlowVector is building block for almost all instruments generating regular CFs (for example bonds, swaps, etc.).

Constructor & Destructor Documentation

julian::CashFlowVector::CashFlowVector ( std::vector< SmartPointer< CashFlow > > &  cfs_ )

inlineexplicit

Constructor.

Member Function Documentation

void julian::CashFlowVector::addCashFlow

(

SmartPointer< CashFlow >

cf

)

appends CF to vector

std::vector< Date > julian::CashFlowVector::getDates

(

)

const

returns dates of cfs

SmartPointer< CashFlow > julian::CashFlowVector::operator[]

(

int

i

)

const

returns i-th CF

double julian::CashFlowVector::prize

(

const SmartPointer< ir::Curve > &

disc

)

const

calculate discounted value of all CFs

template<class Archive >

void julian::CashFlowVector::serialize ( Archive &  ar, const unsigned  int  )

private

interface used by Boost serialization library

int julian::CashFlowVector::size

(

)

const

number of CF

void julian::CashFlowVector::updateCashFlows	(	double	quote,
		const InterestRate &	rate
	)

updates all CFs with given quote

void julian::CashFlowVector::updateCashFlows

(

const SmartPointer< ir::Curve > &

c

)

updates all CFs with forward rates calculated using interest curve provided

double julian::CashFlowVector::valuation

(

const SmartPointer< ir::Curve > &

disc

)

const

values the CF

Friends And Related Function Documentation

std::ostream& operator<< ( std::ostream &  s, CashFlowVector &  f  )

friend

Overloads stream operator.

This overloaded operator enables to print the curve on the console.

Member Data Documentation

std::vector<SmartPointer<CashFlow> > julian::CashFlowVector::cfs

private

Vector of cashflows.

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The documentation for this class was generated from the following files:

• C:/Unix/home/OEM/jULIAN/src/instruments/CashFlowVector.hpp
• C:/Unix/home/OEM/jULIAN/src/instruments/CashFlowVector.cpp