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Re: documentation on 'Leg' ?

by Kim Kuen Tang :: Rate this Message:

Hi Khanh,

the definition of Leg is the following:
typedef std::vector<boost::shared_ptr<CashFlow> > Leg; .

This can be seen in the file ql\cashflow.hpp.

Sorry that i cannot provide you with a documentation on the object Leg.
Perhaps someone else has a documentation, and can post it here. :-)

Hope that helps.

Best regards,
Kim

Khanh Nguyen schrieb:

> Hi all,
>
> I am trying to calculate the cashflow of a fixed rate bond. The
> documentation leads me to method cashflow() that returns an object of
> type 'Leg' but I can not find any documentation for it. Please help.
> Thanks.
>
> -k
>
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is a gathering of tech-side developers & brand creativity professionals. Meet
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iPhoneDevCamp asthey present alongside digital heavyweights like Barbarian
Group, R/GA, & Big Spaceship. http://www.creativitycat.com
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« Return to Thread: documentation on 'Leg' ?