QuantLib_OvernightLeg man page
OvernightLeg — helper class building a sequence of overnight coupons
Public Member Functions
OvernightLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)
OvernightLeg & withNotionals (Real notional)
OvernightLeg & withNotionals (const std::vector< Real > ¬ionals)
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
helper class building a sequence of overnight coupons
Generated automatically by Doxygen for QuantLib from the source code.
OvernightLeg(3) is an alias of QuantLib_OvernightLeg(3).