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  • Committer: Package Import Robot
  • Author(s): Dirk Eddelbuettel
  • Date: 2013-09-02 14:18:33 UTC
  • mfrom: (1.1.14)
  • Revision ID: package-import@ubuntu.com-20130902141833-z4hia8bac0o2fzqz
Tags: 1.3-1
* New upstream release

* debian/control: Set Build-Depends: to current QuantLib version 

* debian/control: Set Standards-Version: to current version 

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SWIG/cashflows.i
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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#ifndef quantlib_cash_flows_i
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#define quantlib_cash_flows_i
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             bool includeSettlementDateFlows,
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             Date settlementDate = Date(),
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             Date npvDate = Date());
 
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    static Real basisPointValue(const Leg& leg,
 
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             const InterestRate& yield,
 
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             bool includeSettlementDateFlows,
 
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             Date settlementDate = Date(),
 
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             Date npvDate = Date());
 
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    static Real basisPointValue(const Leg& leg,
 
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             Rate yield,
 
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             const DayCounter& dayCounter,
 
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             Compounding compounding,
 
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             Frequency frequency,
 
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             bool includeSettlementDateFlows,
 
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             Date settlementDate = Date(),
 
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             Date npvDate = Date());
 
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    static Spread zSpread(const Leg& leg,
 
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             Real npv,
 
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             const boost::shared_ptr<YieldTermStructure>&,
 
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             const DayCounter& dayCounter,
 
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             Compounding compounding,
 
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             Frequency frequency,
 
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             bool includeSettlementDateFlows,
 
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             Date settlementDate = Date(),
 
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             Date npvDate = Date(),
 
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             Real accuracy = 1.0e-10,
 
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             Size maxIterations = 100,
 
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             Rate guess = 0.0);
 
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};
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