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QuantLib_yoyInflationLeg
Langue: en
Version: 376358 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::yoyInflationLeg -SYNOPSIS
#include <ql/cashflows/yoyinflationcoupon.hpp>
Public Member Functions
yoyInflationLeg (const Schedule &schedule, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag)
yoyInflationLeg & withNotionals (Real notional)
yoyInflationLeg & withNotionals (const std::vector< Real > ¬ionals)
yoyInflationLeg & withPaymentDayCounter (const DayCounter &)
yoyInflationLeg & withPaymentAdjustment (BusinessDayConvention)
yoyInflationLeg & withFixingDays (Natural fixingDays)
yoyInflationLeg & withFixingDays (const std::vector< Natural > &fixingDays)
yoyInflationLeg & withGearings (Real gearing)
yoyInflationLeg & withGearings (const std::vector< Real > &gearings)
yoyInflationLeg & withSpreads (Spread spread)
yoyInflationLeg & withSpreads (const std::vector< Spread > &spreads)
yoyInflationLeg & withCaps (Rate cap)
yoyInflationLeg & withCaps (const std::vector< Rate > &caps)
yoyInflationLeg & withFloors (Rate floor)
yoyInflationLeg & withFloors (const std::vector< Rate > &floors)
operator Leg () const
Detailed Description
Helper class building a sequence of capped/floored yoy inflation coupons payoff is: spread + gearing x index
Author
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