- QuantLib
- AverageBMALeg
helper class building a sequence of average BMA coupons More...
#include <ql/cashflows/averagebmacoupon.hpp>
Public Member Functions | |
AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index) | |
AverageBMALeg & | withNotionals (Real notional) |
AverageBMALeg & | withNotionals (const std::vector< Real > ¬ionals) |
AverageBMALeg & | withPaymentDayCounter (const DayCounter &) |
AverageBMALeg & | withPaymentAdjustment (BusinessDayConvention) |
AverageBMALeg & | withGearings (Real gearing) |
AverageBMALeg & | withGearings (const std::vector< Real > &gearings) |
AverageBMALeg & | withSpreads (Spread spread) |
AverageBMALeg & | withSpreads (const std::vector< Spread > &spreads) |
operator Leg () const |
helper class building a sequence of average BMA coupons