- QuantLib
- CashFlow
Base class for cash flows. More...
#include <ql/cashflow.hpp>

Public Member Functions | |
Event interface | |
| virtual Date | date () const =0 |
| bool | hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const |
| returns true if an event has already occurred before a date | |
CashFlow interface | |
| virtual Real | amount () const =0 |
| returns the amount of the cash flow | |
Visitability | |
| virtual void | accept (AcyclicVisitor &) |
Base class for cash flows.
This class is purely virtual and acts as a base class for the actual cash flow implementations.
Implements Event.
Implemented in IndexedCashFlow, Coupon, Dividend, and SimpleCashFlow.
| bool hasOccurred | ( | const Date & | refDate = Date(), |
| boost::optional< bool > | includeRefDate = boost::none |
||
| ) | const [virtual] |
returns true if an event has already occurred before a date
overloads Event::hasOccurred in order to take QL_TODAYS_PAYMENTS in account
Reimplemented from Event.
returns the amount of the cash flow
Implemented in CPICashFlow, FractionalDividend, IndexedCashFlow, FixedDividend, InflationCoupon, FloatingRateCoupon, FixedRateCoupon, Dividend, and SimpleCashFlow.