DigitalCmsSpreadLeg Class Reference

helper class building a sequence of digital ibor-rate coupons More...

#include <ql/experimental/coupons/digitalcmsspreadcoupon.hpp>

Public Member Functions
	DigitalCmsSpreadLeg (const Schedule &schedule, const ext::shared_ptr< SwapSpreadIndex > &index)
DigitalCmsSpreadLeg &	withNotionals (Real notional)
DigitalCmsSpreadLeg &	withNotionals (const std::vector< Real > &notionals)
DigitalCmsSpreadLeg &	withPaymentDayCounter (const DayCounter &)
DigitalCmsSpreadLeg &	withPaymentAdjustment (BusinessDayConvention)
DigitalCmsSpreadLeg &	withFixingDays (Natural fixingDays)
DigitalCmsSpreadLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
DigitalCmsSpreadLeg &	withGearings (Real gearing)
DigitalCmsSpreadLeg &	withGearings (const std::vector< Real > &gearings)
DigitalCmsSpreadLeg &	withSpreads (Spread spread)
DigitalCmsSpreadLeg &	withSpreads (const std::vector< Spread > &spreads)
DigitalCmsSpreadLeg &	inArrears (bool flag=true)
DigitalCmsSpreadLeg &	withCallStrikes (Rate strike)
DigitalCmsSpreadLeg &	withCallStrikes (const std::vector< Rate > &strikes)
DigitalCmsSpreadLeg &	withLongCallOption (Position::Type)
DigitalCmsSpreadLeg &	withCallATM (bool flag=true)
DigitalCmsSpreadLeg &	withCallPayoffs (Rate payoff)
DigitalCmsSpreadLeg &	withCallPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsSpreadLeg &	withPutStrikes (Rate strike)
DigitalCmsSpreadLeg &	withPutStrikes (const std::vector< Rate > &strikes)
DigitalCmsSpreadLeg &	withLongPutOption (Position::Type)
DigitalCmsSpreadLeg &	withPutATM (bool flag=true)
DigitalCmsSpreadLeg &	withPutPayoffs (Rate payoff)
DigitalCmsSpreadLeg &	withPutPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsSpreadLeg &	withReplication (const ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(new DigitalReplication))
DigitalCmsSpreadLeg &	withNakedOption (bool nakedOption=true)
	operator Leg () const

Detailed Description

helper class building a sequence of digital ibor-rate coupons