QuantLib_OvernightLeg man page

OvernightLeg — helper class building a sequence of overnight coupons

Synopsis

#include <ql/cashflows/overnightindexedcoupon.hpp>

Public Member Functions

OvernightLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)

OvernightLeg & withNotionals (Real notional)

OvernightLeg & withNotionals (const std::vector< Real > &notionals)

OvernightLeg & withPaymentDayCounter (const DayCounter &)

OvernightLeg & withPaymentAdjustment (BusinessDayConvention)

OvernightLeg & withGearings (Real gearing)

OvernightLeg & withGearings (const std::vector< Real > &gearings)

OvernightLeg & withSpreads (Spread spread)

OvernightLeg & withSpreads (const std::vector< Spread > &spreads)

operator Leg () const

Detailed Description

helper class building a sequence of overnight coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

OvernightLeg(3) is an alias of QuantLib_OvernightLeg(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib