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 Jun 2 2017 Version 1.10 QuantLib