QuantLib_IborLeg (3) - Linux Manuals

QuantLib_IborLeg: helper class building a sequence of capped/floored ibor-rate coupons

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 > &notionals)

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

Generated automatically by Doxygen for QuantLib from the source code.