QuantLib_AverageBMALeg man page

AverageBMALeg — helper class building a sequence of average BMA coupons  

Synopsis

#include <ql/cashflows/averagebmacoupon.hpp>

Public Member Functions

AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index)
AverageBMALeg & withNotionals (Real notional)
AverageBMALeg & withNotionals (const std::vector< Real > &notionals)
AverageBMALeg & withPaymentDayCounter (const DayCounter &)
AverageBMALeg & withPaymentAdjustment (BusinessDayConvention)
AverageBMALeg & withGearings (Real gearing)
AverageBMALeg & withGearings (const std::vector< Real > &gearings)
AverageBMALeg & withSpreads (Spread spread)
AverageBMALeg & withSpreads (const std::vector< Spread > &spreads)
operator Leg () const

Detailed Description

helper class building a sequence of average BMA coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AverageBMALeg(3), operator_Leg(3), withGearings(3), withNotionals(3), withPaymentAdjustment(3), withPaymentDayCounter(3) and withSpreads(3) are aliases of QuantLib_AverageBMALeg(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib