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QuantLib_RangeAccrualLeg
Langue: en
Version: 375456 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::RangeAccrualLeg -helper class building a sequence of range-accrual floating-rate coupons
SYNOPSIS
#include <ql/cashflows/rangeaccrual.hpp>
Public Member Functions
RangeAccrualLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)
RangeAccrualLeg & withNotionals (Real notional)
RangeAccrualLeg & withNotionals (const std::vector< Real > ¬ionals)
RangeAccrualLeg & withPaymentDayCounter (const DayCounter &)
RangeAccrualLeg & withPaymentAdjustment (BusinessDayConvention)
RangeAccrualLeg & withFixingDays (Natural fixingDays)
RangeAccrualLeg & withFixingDays (const std::vector< Natural > &fixingDays)
RangeAccrualLeg & withGearings (Real gearing)
RangeAccrualLeg & withGearings (const std::vector< Real > &gearings)
RangeAccrualLeg & withSpreads (Spread spread)
RangeAccrualLeg & withSpreads (const std::vector< Spread > &spreads)
RangeAccrualLeg & withLowerTriggers (Rate trigger)
RangeAccrualLeg & withLowerTriggers (const std::vector< Rate > &triggers)
RangeAccrualLeg & withUpperTriggers (Rate trigger)
RangeAccrualLeg & withUpperTriggers (const std::vector< Rate > &triggers)
RangeAccrualLeg & withObservationTenor (const Period &)
RangeAccrualLeg & withObservationConvention (BusinessDayConvention)
operator Leg () const
Detailed Description
helper class building a sequence of range-accrual floating-rate coupons
Author
Generated automatically by Doxygen for QuantLib from the source code.
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