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QuantLib_OvernightLeg
Langue: en
Version: 374522 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::OvernightLeg -helper class building a sequence of overnight coupons
SYNOPSIS
#include <ql/cashflows/overnightindexedcoupon.hpp>
Public Member Functions
OvernightLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)
OvernightLeg & withNotionals (Real notional)
OvernightLeg & withNotionals (const std::vector< Real > ¬ionals)
OvernightLeg & withPaymentDayCounter (const DayCounter &)
OvernightLeg & withPaymentAdjustment (BusinessDayConvention)
OvernightLeg & withGearings (Real gearing)
OvernightLeg & withGearings (const std::vector< Real > &gearings)
OvernightLeg & withSpreads (Spread spread)
OvernightLeg & withSpreads (const std::vector< Spread > &spreads)
operator Leg () const
Detailed Description
helper class building a sequence of overnight coupons
Author
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Contenus ©2006-2024 Benjamin Poulain
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