AverageBMALeg Class Reference

helper class building a sequence of average BMA coupons More...

#include <ql/cashflows/averagebmacoupon.hpp>

Public Member Functions
	AverageBMALeg (const Schedule &schedule, const ext::shared_ptr< BMAIndex > &index)
AverageBMALeg &	withNotionals (Real notional)
AverageBMALeg &	withNotionals (const std::vector< Real > &notionals)
AverageBMALeg &	withPaymentDayCounter (const DayCounter &)
AverageBMALeg &	withPaymentAdjustment (BusinessDayConvention)
AverageBMALeg &	withGearings (Real gearing)
AverageBMALeg &	withGearings (const std::vector< Real > &gearings)
AverageBMALeg &	withSpreads (Spread spread)
AverageBMALeg &	withSpreads (const std::vector< Spread > &spreads)
	operator Leg () const

Detailed Description

helper class building a sequence of average BMA coupons