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QuantLib_FixedRateLeg
Langue: en
Version: 383080 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::FixedRateLeg -helper class building a sequence of fixed rate coupons
SYNOPSIS
#include <ql/cashflows/fixedratecoupon.hpp>
Public Member Functions
FixedRateLeg (const Schedule &schedule)
FixedRateLeg & withNotionals (Real)
FixedRateLeg & withNotionals (const std::vector< Real > &)
FixedRateLeg & withCouponRates (Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
FixedRateLeg & withCouponRates (const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
FixedRateLeg & withCouponRates (const InterestRate &)
FixedRateLeg & withCouponRates (const std::vector< InterestRate > &)
FixedRateLeg & withPaymentAdjustment (BusinessDayConvention)
FixedRateLeg & withFirstPeriodDayCounter (const DayCounter &)
operator Leg () const
Detailed Description
helper class building a sequence of fixed rate coupons
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre