QuantLib_DigitalCmsLeg man page

DigitalCmsLeg — helper class building a sequence of digital ibor-rate coupons  


#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 > &notionals)
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 >(new DigitalReplication))
operator Leg () const

Detailed Description

helper class building a sequence of digital ibor-rate coupons


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages DigitalCmsLeg(3), withCallATM(3), withCallPayoffs(3), withCallStrikes(3), withLongCallOption(3), withLongPutOption(3), withPutATM(3), withPutPayoffs(3), withPutStrikes(3) and withReplication(3) are aliases of QuantLib_DigitalCmsLeg(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib