QuantLib_IborLeg man page

IborLeg — helper class building a sequence of capped/floored ibor-rate coupons  

Synopsis

#include <ql/cashflows/iborcoupon.hpp>

Public Member Functions

IborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)
IborLeg & withNotionals (Real notional)
IborLeg & withNotionals (const std::vector< Real > &notionals)
IborLeg & withPaymentDayCounter (const DayCounter &)
IborLeg & withPaymentAdjustment (BusinessDayConvention)
IborLeg & withFixingDays (Natural fixingDays)
IborLeg & withFixingDays (const std::vector< Natural > &fixingDays)
IborLeg & withGearings (Real gearing)
IborLeg & withGearings (const std::vector< Real > &gearings)
IborLeg & withSpreads (Spread spread)
IborLeg & withSpreads (const std::vector< Spread > &spreads)
IborLeg & withCaps (Rate cap)
IborLeg & withCaps (const std::vector< Rate > &caps)
IborLeg & withFloors (Rate floor)
IborLeg & withFloors (const std::vector< Rate > &floors)
IborLeg & inArrears (bool flag=true)
IborLeg & withZeroPayments (bool flag=true)
operator Leg () const

Detailed Description

helper class building a sequence of capped/floored ibor-rate coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

IborLeg(3) is an alias of QuantLib_IborLeg(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib