RangeAccrualLeg (3) - Linux Manuals

RangeAccrualLeg: helper class building a sequence of range-accrual floating-rate coupons

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 > &notionals)

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.