Rechercher une page de manuel
QuantLib_AverageBMALeg
Langue: en
Version: 381153 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::AverageBMALeg -helper class building a sequence of average BMA coupons
SYNOPSIS
#include <ql/cashflows/averagebmacoupon.hpp>
Public Member Functions
AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index)
AverageBMALeg & withNotionals (Real notional)
AverageBMALeg & withNotionals (const std::vector< Real > ¬ionals)
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
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre