QuantLib_DigitalIborLeg man page

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


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page DigitalIborLeg(3) is an alias of QuantLib_DigitalIborLeg(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib