QuantLib_DigitalCmsSpreadLeg man page

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

Synopsis

#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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

DigitalCmsSpreadLeg(3) is an alias of QuantLib_DigitalCmsSpreadLeg(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib