QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
MakeSchedule Class Reference

helper class More...

#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.