QuantLib_DigitalCmsSpreadLeg man page

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


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

Public Member Functions

DigitalCmsSpreadLeg (const Schedule &schedule, const boost::shared_ptr< SwapSpreadIndex > &index)
DigitalCmsSpreadLeg & withNotionals (Real notional)
DigitalCmsSpreadLeg & withNotionals (const std::vector< Real > &notionals)
DigitalCmsSpreadLeg & withPaymentDayCounter (const DayCounter &)
DigitalCmsSpreadLeg & withPaymentAdjustment (BusinessDayConvention)
DigitalCmsSpreadLeg & withFixingDays (Natural fixingDays)
DigitalCmsSpreadLeg & withFixingDays (const std::vector< Natural > &fixingDays)
DigitalCmsSpreadLeg & withGearings (Real gearing)
DigitalCmsSpreadLeg & withGearings (const std::vector< Real > &gearings)
DigitalCmsSpreadLeg & withSpreads (Spread spread)
DigitalCmsSpreadLeg & withSpreads (const std::vector< Spread > &spreads)
DigitalCmsSpreadLeg & inArrears (bool flag=true)
DigitalCmsSpreadLeg & withCallStrikes (Rate strike)
DigitalCmsSpreadLeg & withCallStrikes (const std::vector< Rate > &strikes)
DigitalCmsSpreadLeg & withLongCallOption (Position::Type)
DigitalCmsSpreadLeg & withCallATM (bool flag=true)
DigitalCmsSpreadLeg & withCallPayoffs (Rate payoff)
DigitalCmsSpreadLeg & withCallPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsSpreadLeg & withPutStrikes (Rate strike)
DigitalCmsSpreadLeg & withPutStrikes (const std::vector< Rate > &strikes)
DigitalCmsSpreadLeg & withLongPutOption (Position::Type)
DigitalCmsSpreadLeg & withPutATM (bool flag=true)
DigitalCmsSpreadLeg & withPutPayoffs (Rate payoff)
DigitalCmsSpreadLeg & withPutPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsSpreadLeg & 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 page DigitalCmsSpreadLeg(3) is an alias of QuantLib_DigitalCmsSpreadLeg(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib