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

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).

Fri Jun 2 2017 Version 1.10 QuantLib