QuantLib_OvernightLeg man page

OvernightLeg — helper class building a sequence of overnight coupons  


#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 & withPaymentCalendar (const Calendar &)
OvernightLeg & withPaymentLag (Natural lag)
OvernightLeg & withGearings (Real gearing)
OvernightLeg & withGearings (const std::vector< Real > &gearings)
OvernightLeg & withSpreads (Spread spread)
OvernightLeg & withSpreads (const std::vector< Spread > &spreads)
OvernightLeg & withTelescopicValueDates (bool telescopicValueDates)
operator Leg () const

Detailed Description

helper class building a sequence of overnight coupons


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page OvernightLeg(3) is an alias of QuantLib_OvernightLeg(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib