QuantLib_MakeVanillaSwap man page

MakeVanillaSwap — helper class  


#include <ql/instruments/makevanillaswap.hpp>

Public Member Functions

MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days)
operator VanillaSwap () const
operator boost::shared_ptr< VanillaSwap > () const
MakeVanillaSwap & receiveFixed (bool flag=true)
MakeVanillaSwap & withType (VanillaSwap::Type type)
MakeVanillaSwap & withNominal (Real n)
MakeVanillaSwap & withSettlementDays (Natural settlementDays)
MakeVanillaSwap & withEffectiveDate (const Date &)
MakeVanillaSwap & withTerminationDate (const Date &)
MakeVanillaSwap & withRule (DateGeneration::Rule r)
MakeVanillaSwap & withFixedLegTenor (const Period &t)
MakeVanillaSwap & withFixedLegCalendar (const Calendar &cal)
MakeVanillaSwap & withFixedLegConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFixedLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFixedLegRule (DateGeneration::Rule r)
MakeVanillaSwap & withFixedLegEndOfMonth (bool flag=true)
MakeVanillaSwap & withFixedLegFirstDate (const Date &d)
MakeVanillaSwap & withFixedLegNextToLastDate (const Date &d)
MakeVanillaSwap & withFixedLegDayCount (const DayCounter &dc)
MakeVanillaSwap & withFloatingLegTenor (const Period &t)
MakeVanillaSwap & withFloatingLegCalendar (const Calendar &cal)
MakeVanillaSwap & withFloatingLegConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFloatingLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFloatingLegRule (DateGeneration::Rule r)
MakeVanillaSwap & withFloatingLegEndOfMonth (bool flag=true)
MakeVanillaSwap & withFloatingLegFirstDate (const Date &d)
MakeVanillaSwap & withFloatingLegNextToLastDate (const Date &d)
MakeVanillaSwap & withFloatingLegDayCount (const DayCounter &dc)
MakeVanillaSwap & withFloatingLegSpread (Spread sp)
MakeVanillaSwap & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountCurve)
MakeVanillaSwap & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages MakeVanillaSwap(3), withFixedLegCalendar(3), withFixedLegConvention(3), withFixedLegEndOfMonth(3), withFixedLegFirstDate(3), withFixedLegNextToLastDate(3), withFixedLegRule(3), withFixedLegTenor(3), withFixedLegTerminationDateConvention(3) and withFloatingLegSpread(3) are aliases of QuantLib_MakeVanillaSwap(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib