QuantLib_yoyInflationLeg man page

yoyInflationLeg

Synopsis

#include <ql/cashflows/yoyinflationcoupon.hpp>

Public Member Functions

yoyInflationLeg (const Schedule &schedule, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag)
yoyInflationLeg & withNotionals (Real notional)
yoyInflationLeg & withNotionals (const std::vector< Real > &notionals)
yoyInflationLeg & withPaymentDayCounter (const DayCounter &)
yoyInflationLeg & withPaymentAdjustment (BusinessDayConvention)
yoyInflationLeg & withFixingDays (Natural fixingDays)
yoyInflationLeg & withFixingDays (const std::vector< Natural > &fixingDays)
yoyInflationLeg & withGearings (Real gearing)
yoyInflationLeg & withGearings (const std::vector< Real > &gearings)
yoyInflationLeg & withSpreads (Spread spread)
yoyInflationLeg & withSpreads (const std::vector< Spread > &spreads)
yoyInflationLeg & withCaps (Rate cap)
yoyInflationLeg & withCaps (const std::vector< Rate > &caps)
yoyInflationLeg & withFloors (Rate floor)
yoyInflationLeg & withFloors (const std::vector< Rate > &floors)
operator Leg () const

Detailed Description

Helper class building a sequence of capped/floored yoy inflation coupons payoff is: spread + gearing x index

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page yoyInflationLeg(3) is an alias of QuantLib_yoyInflationLeg(3).

Wed Aug 2 2017 Version 1.10 QuantLib