QuantLib_MakeCms man page

MakeCms — helper class for instantiating CMS  


#include <ql/instruments/makecms.hpp>

Public Member Functions

MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days)
MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days)
operator Swap () const
operator boost::shared_ptr< Swap > () const
MakeCms & receiveCms (bool flag=true)
MakeCms & withNominal (Real n)
MakeCms & withEffectiveDate (const Date &)
MakeCms & withCmsLegTenor (const Period &t)
MakeCms & withCmsLegCalendar (const Calendar &cal)
MakeCms & withCmsLegConvention (BusinessDayConvention bdc)
MakeCms & withCmsLegTerminationDateConvention (BusinessDayConvention)
MakeCms & withCmsLegRule (DateGeneration::Rule r)
MakeCms & withCmsLegEndOfMonth (bool flag=true)
MakeCms & withCmsLegFirstDate (const Date &d)
MakeCms & withCmsLegNextToLastDate (const Date &d)
MakeCms & withCmsLegDayCount (const DayCounter &dc)
MakeCms & withFloatingLegTenor (const Period &t)
MakeCms & withFloatingLegCalendar (const Calendar &cal)
MakeCms & withFloatingLegConvention (BusinessDayConvention bdc)
MakeCms & withFloatingLegTerminationDateConvention (BusinessDayConvention bdc)
MakeCms & withFloatingLegRule (DateGeneration::Rule r)
MakeCms & withFloatingLegEndOfMonth (bool flag=true)
MakeCms & withFloatingLegFirstDate (const Date &d)
MakeCms & withFloatingLegNextToLastDate (const Date &d)
MakeCms & withFloatingLegDayCount (const DayCounter &dc)
MakeCms & withAtmSpread (bool flag=true)
MakeCms & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
MakeCms & withCmsCouponPricer (const boost::shared_ptr< CmsCouponPricer > &couponPricer)

Detailed Description

helper class for instantiating CMS

This class provides a more comfortable way to instantiate standard market constant maturity swap.


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Referenced By

The man pages MakeCms(3), receiveCms(3), withAtmSpread(3), withCmsCouponPricer(3), withCmsLegCalendar(3), withCmsLegConvention(3), withCmsLegDayCount(3), withCmsLegEndOfMonth(3), withCmsLegFirstDate(3), withCmsLegNextToLastDate(3), withCmsLegRule(3), withCmsLegTenor(3), withCmsLegTerminationDateConvention(3), withFloatingLegCalendar(3), withFloatingLegConvention(3), withFloatingLegDayCount(3), withFloatingLegEndOfMonth(3), withFloatingLegFirstDate(3), withFloatingLegNextToLastDate(3), withFloatingLegRule(3), withFloatingLegTenor(3) and withFloatingLegTerminationDateConvention(3) are aliases of QuantLib_MakeCms(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib