Uses of Class
org.quantlib.CashFlow

Uses of CashFlow in org.quantlib

Subclasses of CashFlow in org.quantlib

Modifier and Type	Class	Description
class	AmortizingPayment
class	CappedFlooredCmsCoupon
class	CappedFlooredCmsSpreadCoupon
class	CappedFlooredCoupon
class	CappedFlooredIborCoupon
class	CappedFlooredYoYInflationCoupon
class	CmsCoupon
class	CmsSpreadCoupon
class	Coupon
class	CPICashFlow
class	CPICoupon
class	Dividend
class	EquityCashFlow
class	FixedDividend
class	FixedRateCoupon
class	FloatingRateCoupon
class	FractionalDividend
class	IborCoupon
class	IndexedCashFlow
class	InflationCoupon
class	OvernightIndexedCoupon
class	Redemption
class	SimpleCashFlow
class	SubPeriodsCoupon
class	YoYInflationCoupon
class	ZeroInflationCashFlow

Methods in org.quantlib that return CashFlow

Modifier and Type	Method	Description
CashFlow	CreditDefaultSwap.accrualRebate()
CashFlow	Leg.get(int index)
static CashFlow	CashFlows.nextCashFlow(Leg leg, boolean includeSettlementDateFlows)
static CashFlow	CashFlows.nextCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static CashFlow	CashFlows.previousCashFlow(Leg leg, boolean includeSettlementDateFlows)
static CashFlow	CashFlows.previousCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
CashFlow	Bond.redemption()
CashFlow	Leg.remove(int index)
CashFlow	Leg.set(int index, CashFlow e)
CashFlow	CreditDefaultSwap.upfrontPayment()

Methods in org.quantlib with parameters of type CashFlow

Modifier and Type	Method	Description
void	Leg.add(int index, CashFlow e)
boolean	Leg.add(CashFlow e)
static CappedFlooredYoYInflationCoupon	QuantLib.as_capped_floored_yoy_inflation_coupon(CashFlow cf)
static Coupon	QuantLib.as_coupon(CashFlow cf)
static CPICashFlow	QuantLib.as_cpi_cashflow(CashFlow cf)
static CPICoupon	QuantLib.as_cpi_coupon(CashFlow cf)
static FixedRateCoupon	QuantLib.as_fixed_rate_coupon(CashFlow cf)
static FloatingRateCoupon	QuantLib.as_floating_rate_coupon(CashFlow cf)
static IndexedCashFlow	QuantLib.as_indexed_cashflow(CashFlow cf)
static InflationCoupon	QuantLib.as_inflation_coupon(CashFlow cf)
static OvernightIndexedCoupon	QuantLib.as_overnight_indexed_coupon(CashFlow cf)
static SubPeriodsCoupon	QuantLib.as_sub_periods_coupon(CashFlow cf)
static YoYInflationCoupon	QuantLib.as_yoy_inflation_coupon(CashFlow cf)
static ZeroInflationCashFlow	QuantLib.as_zero_inflation_cash_flow(CashFlow cf)
protected static long	CashFlow.getCPtr(CashFlow obj)
CashFlow	Leg.set(int index, CashFlow e)

Constructors in org.quantlib with parameters of type CashFlow

Constructor	Description
Leg(int count, CashFlow value)
Leg(CashFlow[] initialElements)

Constructor parameters in org.quantlib with type arguments of type CashFlow

Constructor	Description
Leg(Iterable<CashFlow> initialElements)