QuantLib_DigitalCmsLeg (3) - Linux Manuals

QuantLib_DigitalCmsLeg: helper class building a sequence of digital ibor-rate coupons

NAME

QuantLib::DigitalCmsLeg - helper class building a sequence of digital ibor-rate coupons

SYNOPSIS

#include <ql/cashflows/digitalcmscoupon.hpp>

Public Member Functions

DigitalCmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index)

DigitalCmsLeg & withNotionals (Real notional)

DigitalCmsLeg & withNotionals (const std::vector< Real > &notionals)

DigitalCmsLeg & withPaymentDayCounter (const DayCounter &)

DigitalCmsLeg & withPaymentAdjustment (BusinessDayConvention)

DigitalCmsLeg & withFixingDays (Natural fixingDays)

DigitalCmsLeg & withFixingDays (const std::vector< Natural > &fixingDays)

DigitalCmsLeg & withGearings (Real gearing)

DigitalCmsLeg & withGearings (const std::vector< Real > &gearings)

DigitalCmsLeg & withSpreads (Spread spread)

DigitalCmsLeg & withSpreads (const std::vector< Spread > &spreads)

DigitalCmsLeg & inArrears (bool flag=true)

DigitalCmsLeg & withCallStrikes (Rate strike)

DigitalCmsLeg & withCallStrikes (const std::vector< Rate > &strikes)

DigitalCmsLeg & withLongCallOption (Position::Type)

DigitalCmsLeg & withCallATM (bool flag=true)

DigitalCmsLeg & withCallPayoffs (Rate payoff)

DigitalCmsLeg & withCallPayoffs (const std::vector< Rate > &payoffs)

DigitalCmsLeg & withPutStrikes (Rate strike)

DigitalCmsLeg & withPutStrikes (const std::vector< Rate > &strikes)

DigitalCmsLeg & withLongPutOption (Position::Type)

DigitalCmsLeg & withPutATM (bool flag=true)

DigitalCmsLeg & withPutPayoffs (Rate payoff)

DigitalCmsLeg & withPutPayoffs (const std::vector< Rate > &payoffs)

DigitalCmsLeg & withReplication (const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())

operator Leg () const

Detailed Description

helper class building a sequence of digital ibor-rate coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.