withPutPayoffs (3) - Linux Manuals
withPutPayoffs: 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 > ¬ionals)
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.