withFirstPeriodDayCounter (3) - Linux Manuals

withFirstPeriodDayCounter: helper class building a sequence of fixed rate coupons

NAME

QuantLib::FixedRateLeg - helper class building a sequence of fixed rate coupons

SYNOPSIS

#include <ql/cashflows/fixedratecoupon.hpp>

Public Member Functions

FixedRateLeg (const Schedule &schedule, const DayCounter &paymentDayCounter)

FixedRateLeg & withNotionals (Real)

FixedRateLeg & withNotionals (const std::vector< Real > &)

FixedRateLeg & withCouponRates (Rate)

FixedRateLeg & withCouponRates (const InterestRate &)

FixedRateLeg & withCouponRates (const std::vector< Rate > &)

FixedRateLeg & withCouponRates (const std::vector< InterestRate > &)

FixedRateLeg & withPaymentAdjustment (BusinessDayConvention)

FixedRateLeg & withFirstPeriodDayCounter (const DayCounter &)

operator Leg () const

Detailed Description

helper class building a sequence of fixed rate coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.