QuantLib_CmsLeg man page

CmsLeg — helper class building a sequence of capped/floored cms-rate coupons

Synopsis

#include <ql/cashflows/cmscoupon.hpp>

Public Member Functions

CmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &swapIndex)

CmsLeg & withNotionals (Real notional)

CmsLeg & withNotionals (const std::vector< Real > &notionals)

CmsLeg & withPaymentDayCounter (const DayCounter &)

CmsLeg & withPaymentAdjustment (BusinessDayConvention)

CmsLeg & withFixingDays (Natural fixingDays)

CmsLeg & withFixingDays (const std::vector< Natural > &fixingDays)

CmsLeg & withGearings (Real gearing)

CmsLeg & withGearings (const std::vector< Real > &gearings)

CmsLeg & withSpreads (Spread spread)

CmsLeg & withSpreads (const std::vector< Spread > &spreads)

CmsLeg & withCaps (Rate cap)

CmsLeg & withCaps (const std::vector< Rate > &caps)

CmsLeg & withFloors (Rate floor)

CmsLeg & withFloors (const std::vector< Rate > &floors)

CmsLeg & inArrears (bool flag=true)

CmsLeg & withZeroPayments (bool flag=true)

operator Leg () const

Detailed Description

helper class building a sequence of capped/floored cms-rate coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CmsLeg(3), inArrears(3), withCaps(3), withFixingDays(3), withFloors(3) and withZeroPayments(3) are aliases of QuantLib_CmsLeg(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib