Re: Bond Cash flow dates

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Yc-Issue-in-Ql-tp14172p14176.html

The BondFlowAnalysis function is only available in QuantLibXL.

In C++, call cashflows() to get a vector of pointers to CashFlow; then
loop over the cashflows and call the date() method on each one.

Luigi


On Mon, Apr 1, 2013 at 8:26 PM, Mike DelMedico <[hidden email]> wrote:

> try BondFlowAnalysis, the left most vector is the one you want i think...
>
>
> On Mon, Apr 1, 2013 at 1:12 PM, Theologis Chapsalis <[hidden email]>
> wrote:
>>
>> Deal QL community
>>
>> I am building a FixedRateBond object and want to get in one Vector<Date>
>> all the dates of coupon payments for a bond. First I tried the  function
>> const Leg & cashflows (   )   const but that did not help. Then I used the
>> nextCashFlowDate which is pretty good. However could I get ALL the future
>> cash flow dates in one go?
>>
>> Thanks a lot
>> Theo
>>
>>
>>
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Rise to greatness in Intel's independent game demo contest.
Compete for recognition, cash, and the chance to get your game
on Steam. $5K grand prize plus 10 genre and skill prizes.
Submit your demo by 6/6/13. http://p.sf.net/sfu/intel_levelupd2d
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