IborLeg Class Reference

helper class building a sequence of capped/floored ibor-rate coupons More...

#include <ql/cashflows/iborcoupon.hpp>

List of all members.

Public Member Functions

 IborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)
IborLegwithNotionals (Real notional)
IborLegwithNotionals (const std::vector< Real > &notionals)
IborLegwithPaymentDayCounter (const DayCounter &)
IborLegwithPaymentAdjustment (BusinessDayConvention)
IborLegwithFixingDays (Natural fixingDays)
IborLegwithFixingDays (const std::vector< Natural > &fixingDays)
IborLegwithGearings (Real gearing)
IborLegwithGearings (const std::vector< Real > &gearings)
IborLegwithSpreads (Spread spread)
IborLegwithSpreads (const std::vector< Spread > &spreads)
IborLegwithCaps (Rate cap)
IborLegwithCaps (const std::vector< Rate > &caps)
IborLegwithFloors (Rate floor)
IborLegwithFloors (const std::vector< Rate > &floors)
IborLeginArrears (bool flag=true)
IborLegwithZeroPayments (bool flag=true)
 operator Leg () const

Detailed Description

helper class building a sequence of capped/floored ibor-rate coupons