QuantLib_FixedRateLeg man page

FixedRateLeg — helper class building a sequence of fixed rate coupons

Synopsis

#include <ql/cashflows/fixedratecoupon.hpp>

Public Member Functions

FixedRateLeg (const Schedule &schedule)

FixedRateLeg & withNotionals (Real)

FixedRateLeg & withNotionals (const std::vector< Real > &)

FixedRateLeg & withCouponRates (Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)

FixedRateLeg & withCouponRates (const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)

FixedRateLeg & withCouponRates (const InterestRate &)

FixedRateLeg & withCouponRates (const std::vector< InterestRate > &)

FixedRateLeg & withPaymentAdjustment (BusinessDayConvention)

FixedRateLeg & withFirstPeriodDayCounter (const DayCounter &)

FixedRateLeg & withPaymentCalendar (const Calendar &)

FixedRateLeg & withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)

operator Leg () const

Detailed Description

helper class building a sequence of fixed rate coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FixedRateLeg(3), withCouponRates(3) and withFirstPeriodDayCounter(3) are aliases of QuantLib_FixedRateLeg(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib