QuantLib_CmsSpreadLeg man page

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

Synopsis

#include <ql/experimental/coupons/cmsspreadcoupon.hpp>

Public Member Functions

CmsSpreadLeg (const Schedule &schedule, const boost::shared_ptr< SwapSpreadIndex > &swapSpreadIndex)

CmsSpreadLeg & withNotionals (Real notional)

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

CmsSpreadLeg & withPaymentDayCounter (const DayCounter &)

CmsSpreadLeg & withPaymentAdjustment (BusinessDayConvention)

CmsSpreadLeg & withFixingDays (Natural fixingDays)

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

CmsSpreadLeg & withGearings (Real gearing)

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

CmsSpreadLeg & withSpreads (Spread spread)

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

CmsSpreadLeg & withCaps (Rate cap)

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

CmsSpreadLeg & withFloors (Rate floor)

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

CmsSpreadLeg & inArrears (bool flag=true)

CmsSpreadLeg & withZeroPayments (bool flag=true)

operator Leg () const

Detailed Description

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CmsSpreadLeg(3) is an alias of QuantLib_CmsSpreadLeg(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib