QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

CashFlow Class Reference #include <cashflow.hpp> Inheritance diagram for CashFlow: [legend]List of all members. Detailed Description Base class for cash flows. This class is purely virtual and acts as a base class for the actual cash flow implementations. Public Member Functions CashFlow interface virtual double  amount () const=0   returns the amount of the cash flow virtual Date  date () const=0   returns the date at which the cash flow is settled Visitability virtual void  accept (Patterns::Visitor &) Member Function Documentation virtual double amount (   )  const [pure virtual]   returns the amount of the cash flow Note: The amount is not discounted, i.e., it is the actual amount paid at the cash flow date. Implemented in FixedRateCoupon, IndexedCoupon, ParCoupon, ShortFloatingRateCoupon, and SimpleCashFlow. The documentation for this class was generated from the following file: ql/cashflow.hpp

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