QuantLib: Member List

### A free/open-source library for quantitative finance

# CashFlows Member List

This is the complete list of members for CashFlows, including all inherited members.

atmRate(const Leg &leg, const YieldTermStructure &discountCurve, const Date &settlementDate=Date(), const Date &npvDate=Date(), Integer exDividendDays=0, Real npv=Null< Real >()) | CashFlows | `[static]`
bps(const Leg &leg, const YieldTermStructure &discountCurve, const Date &settlementDate=Date(), const Date &npvDate=Date(), Integer exDividendDays=0) | CashFlows | `[static]`
bps(const Leg &leg, const InterestRate &, Date settlementDate=Date()) | CashFlows | `[static]`
convexity(const Leg &leg, const InterestRate &y, Date settlementDate=Date()) | CashFlows | `[static]`
currentCouponRate(const Leg &leg, const Date &refDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
duration(const Leg &leg, const InterestRate &y, Duration::Type type=Duration::Modified, Date settlementDate=Date()) | CashFlows | `[static]`
irr(const Leg &leg, Real marketPrice, const DayCounter &dayCounter, Compounding compounding, Frequency frequency=NoFrequency, Date settlementDate=Date(), Real tolerance=1.0e-10, Size maxIterations=10000, Rate guess=0.05) | CashFlows | `[static]`
lastCashFlow(const Leg &leg, const Date &refDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
maturityDate(const Leg &leg) (defined in CashFlows) | CashFlows | `[static]`
nextCashFlow(const Leg &leg, const Date &refDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
npv(const Leg &leg, const YieldTermStructure &discountCurve, const Date &settlementDate=Date(), const Date &npvDate=Date(), Integer exDividendDays=0) | CashFlows | `[static]`
npv(const Leg &leg, const InterestRate &, Date settlementDate=Date()) | CashFlows | `[static]`
previousCouponRate(const Leg &leg, const Date &refDate=Date()) (defined in CashFlows) | CashFlows | `[static]`
startDate(const Leg &leg) (defined in CashFlows) | CashFlows | `[static]`