QuantLib_DigitalIborLeg man page

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

Synopsis

#include <ql/cashflows/digitaliborcoupon.hpp>

Public Member Functions

DigitalIborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)

DigitalIborLeg & withNotionals (Real notional)

DigitalIborLeg & withNotionals (const std::vector< Real > &notionals)

DigitalIborLeg & withPaymentDayCounter (const DayCounter &)

DigitalIborLeg & withPaymentAdjustment (BusinessDayConvention)

DigitalIborLeg & withFixingDays (Natural fixingDays)

DigitalIborLeg & withFixingDays (const std::vector< Natural > &fixingDays)

DigitalIborLeg & withGearings (Real gearing)

DigitalIborLeg & withGearings (const std::vector< Real > &gearings)

DigitalIborLeg & withSpreads (Spread spread)

DigitalIborLeg & withSpreads (const std::vector< Spread > &spreads)

DigitalIborLeg & inArrears (bool flag=true)

DigitalIborLeg & withCallStrikes (Rate strike)

DigitalIborLeg & withCallStrikes (const std::vector< Rate > &strikes)

DigitalIborLeg & withLongCallOption (Position::Type)

DigitalIborLeg & withCallATM (bool flag=true)

DigitalIborLeg & withCallPayoffs (Rate payoff)

DigitalIborLeg & withCallPayoffs (const std::vector< Rate > &payoffs)

DigitalIborLeg & withPutStrikes (Rate strike)

DigitalIborLeg & withPutStrikes (const std::vector< Rate > &strikes)

DigitalIborLeg & withLongPutOption (Position::Type)

DigitalIborLeg & withPutATM (bool flag=true)

DigitalIborLeg & withPutPayoffs (Rate payoff)

DigitalIborLeg & withPutPayoffs (const std::vector< Rate > &payoffs)

DigitalIborLeg & 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

DigitalIborLeg(3) is an alias of QuantLib_DigitalIborLeg(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib