A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
|
helper class building a sequence of capped/floored ibor-rate coupons More...
#include <ql/cashflows/iborcoupon.hpp>
Public Member Functions | |
| IborLeg (const Schedule &schedule, const ext::shared_ptr< IborIndex > &index) | |
| IborLeg & | withNotionals (Real notional) |
| IborLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| IborLeg & | withPaymentDayCounter (const DayCounter &) |
| IborLeg & | withPaymentAdjustment (BusinessDayConvention) |
| IborLeg & | withPaymentLag (Natural lag) |
| IborLeg & | withPaymentCalendar (const Calendar &) |
| IborLeg & | withFixingDays (Natural fixingDays) |
| IborLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
| IborLeg & | withGearings (Real gearing) |
| IborLeg & | withGearings (const std::vector< Real > &gearings) |
| IborLeg & | withSpreads (Spread spread) |
| IborLeg & | withSpreads (const std::vector< Spread > &spreads) |
| IborLeg & | withCaps (Rate cap) |
| IborLeg & | withCaps (const std::vector< Rate > &caps) |
| IborLeg & | withFloors (Rate floor) |
| IborLeg & | withFloors (const std::vector< Rate > &floors) |
| IborLeg & | inArrears (bool flag=true) |
| IborLeg & | withZeroPayments (bool flag=true) |
| IborLeg & | withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false) |
| operator Leg () const | |
helper class building a sequence of capped/floored ibor-rate coupons