QuantLib_RangeAccrualLeg man page

RangeAccrualLeg — helper class building a sequence of range-accrual floating-rate coupons


#include <ql/cashflows/rangeaccrual.hpp>

Public Member Functions

RangeAccrualLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)

RangeAccrualLeg & withNotionals (Real notional)

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

RangeAccrualLeg & withPaymentDayCounter (const DayCounter &)

RangeAccrualLeg & withPaymentAdjustment (BusinessDayConvention)

RangeAccrualLeg & withFixingDays (Natural fixingDays)

RangeAccrualLeg & withFixingDays (const std::vector< Natural > &fixingDays)

RangeAccrualLeg & withGearings (Real gearing)

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

RangeAccrualLeg & withSpreads (Spread spread)

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

RangeAccrualLeg & withLowerTriggers (Rate trigger)

RangeAccrualLeg & withLowerTriggers (const std::vector< Rate > &triggers)

RangeAccrualLeg & withUpperTriggers (Rate trigger)

RangeAccrualLeg & withUpperTriggers (const std::vector< Rate > &triggers)

RangeAccrualLeg & withObservationTenor (const Period &)

RangeAccrualLeg & withObservationConvention (BusinessDayConvention)

operator Leg () const

Detailed Description

helper class building a sequence of range-accrual floating-rate coupons


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

RangeAccrualLeg(3), withLowerTriggers(3), withObservationConvention(3), withObservationTenor(3) and withUpperTriggers(3) are aliases of QuantLib_RangeAccrualLeg(3).

QuantLib Version 1.8.1 Fri Sep 23 2016