MakeVanillaSwap (3) - Linux Manuals

MakeVanillaSwap: helper class

Command to display MakeVanillaSwap manual in Linux: $ man 3 MakeVanillaSwap

NAME

QuantLib::MakeVanillaSwap - helper class

SYNOPSIS

#include <ql/instruments/makevanillaswap.hpp>

Public Member Functions

MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days)

operator VanillaSwap () const

operator boost::shared_ptr< VanillaSwap > () const

MakeVanillaSwap & receiveFixed (bool flag=true)

MakeVanillaSwap & withType (VanillaSwap::Type type)

MakeVanillaSwap & withNominal (Real n)

MakeVanillaSwap & withEffectiveDate (const Date &)

MakeVanillaSwap & withTerminationDate (const Date &)

MakeVanillaSwap & withRule (DateGeneration::Rule r)

MakeVanillaSwap & withFixedLegTenor (const Period &t)

MakeVanillaSwap & withFixedLegCalendar (const Calendar &cal)

MakeVanillaSwap & withFixedLegConvention (BusinessDayConvention bdc)

MakeVanillaSwap & withFixedLegTerminationDateConvention (BusinessDayConvention bdc)

MakeVanillaSwap & withFixedLegRule (DateGeneration::Rule r)

MakeVanillaSwap & withFixedLegEndOfMonth (bool flag=true)

MakeVanillaSwap & withFixedLegFirstDate (const Date &d)

MakeVanillaSwap & withFixedLegNextToLastDate (const Date &d)

MakeVanillaSwap & withFixedLegDayCount (const DayCounter &dc)

MakeVanillaSwap & withFloatingLegTenor (const Period &t)

MakeVanillaSwap & withFloatingLegCalendar (const Calendar &cal)

MakeVanillaSwap & withFloatingLegConvention (BusinessDayConvention bdc)

MakeVanillaSwap & withFloatingLegTerminationDateConvention (BusinessDayConvention bdc)

MakeVanillaSwap & withFloatingLegRule (DateGeneration::Rule r)

MakeVanillaSwap & withFloatingLegEndOfMonth (bool flag=true)

MakeVanillaSwap & withFloatingLegFirstDate (const Date &d)

MakeVanillaSwap & withFloatingLegNextToLastDate (const Date &d)

MakeVanillaSwap & withFloatingLegDayCount (const DayCounter &dc)

MakeVanillaSwap & withFloatingLegSpread (Spread sp)

MakeVanillaSwap & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)

Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market swap.

Author

Generated automatically by Doxygen for QuantLib from the source code.