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 Feb 10 2017 Version 1.9.1 QuantLib