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 range-accrual floating-rate coupons More...
#include <ql/cashflows/rangeaccrual.hpp>
Public Member Functions | |
| RangeAccrualLeg (const Schedule &schedule, const ext::shared_ptr< IborIndex > &index) | |
| RangeAccrualLeg & | withNotionals (Real notional) |
| RangeAccrualLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| RangeAccrualLeg & | withPaymentDayCounter (const DayCounter &) |
| RangeAccrualLeg & | withPaymentAdjustment (BusinessDayConvention) |
| RangeAccrualLeg & | withFixingDays (Natural fixingDays) |
| RangeAccrualLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
| RangeAccrualLeg & | withGearings (Real gearing) |
| RangeAccrualLeg & | withGearings (const std::vector< Real > &gearings) |
| RangeAccrualLeg & | withSpreads (Spread spread) |
| RangeAccrualLeg & | withSpreads (const std::vector< Spread > &spreads) |
| RangeAccrualLeg & | withLowerTriggers (Rate trigger) |
| RangeAccrualLeg & | withLowerTriggers (const std::vector< Rate > &triggers) |
| RangeAccrualLeg & | withUpperTriggers (Rate trigger) |
| RangeAccrualLeg & | withUpperTriggers (const std::vector< Rate > &triggers) |
| RangeAccrualLeg & | withObservationTenor (const Period &) |
| RangeAccrualLeg & | withObservationConvention (BusinessDayConvention) |
| operator Leg () const | |
helper class building a sequence of range-accrual floating-rate coupons