RE: getting the set of reset dates of a f loat leg

Posted by Perissin Francesco on
URL: http://quantlib.414.s1.nabble.com/RE-getting-the-set-of-reset-dates-of-a-f-loat-leg-tp2419.html

Hi Chak

given that leg_ is a  std::vector<Handle<CashFlow> >
you could try:



std::vector<Handle<CashFlow> >::const_iterator begin, end;
begin = leg_.begin();
end   = leg_.end();
for (; begin != end; ++begin) {
        Handle<Coupon> coupon = *begin;
        QL_ENSURE(!coupon.isNull(), "not a coupon");
        Date payDate = coupon->date();
        Date cashFlowAccrualStartDate = coupon->accrualStartDate();
}




-----Original Message-----
From: Chak Jack Wong [mailto:[hidden email]]
Sent: Thursday, February 20, 2003 2:31 PM
To: [hidden email]
Subject: [Quantlib-users] getting the set of reset dates of a float leg


Hi,
I have got some trouble of getting all the reset dates from a float leg.