QuantLib_RangeAccrualLeg man page

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

Synopsis

#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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 1 2017 Version 1.10.1 QuantLib