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QuantLib_IborLeg
Langue: en
Version: 373815 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::IborLeg -helper class building a sequence of capped/floored ibor-rate coupons
SYNOPSIS
#include <ql/cashflows/iborcoupon.hpp>
Public Member Functions
IborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)
IborLeg & withNotionals (Real notional)
IborLeg & withNotionals (const std::vector< Real > ¬ionals)
IborLeg & withPaymentDayCounter (const DayCounter &)
IborLeg & withPaymentAdjustment (BusinessDayConvention)
IborLeg & withFixingDays (Natural fixingDays)
IborLeg & withFixingDays (const std::vector< Natural > &fixingDays)
IborLeg & withGearings (Real gearing)
IborLeg & withGearings (const std::vector< Real > &gearings)
IborLeg & withSpreads (Spread spread)
IborLeg & withSpreads (const std::vector< Spread > &spreads)
IborLeg & withCaps (Rate cap)
IborLeg & withCaps (const std::vector< Rate > &caps)
IborLeg & withFloors (Rate floor)
IborLeg & withFloors (const std::vector< Rate > &floors)
IborLeg & inArrears (bool flag=true)
IborLeg & withZeroPayments (bool flag=true)
operator Leg () const
Detailed Description
helper class building a sequence of capped/floored ibor-rate coupons
Author
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Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre