- QuantLib
- IborLeg
helper class building a sequence of capped/floored ibor-rate coupons More...
#include <ql/cashflows/iborcoupon.hpp>
Public Member Functions | |
IborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index) | |
IborLeg & | withNotionals (Real notional) |
IborLeg & | withNotionals (const std::vector< Real > ¬ionals) |
IborLeg & | withPaymentDayCounter (const DayCounter &) |
IborLeg & | withPaymentAdjustment (BusinessDayConvention) |
IborLeg & | withFixingDays (Natural fixingDays) |
IborLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
IborLeg & | withGearings (Real gearing) |
IborLeg & | withGearings (const std::vector< Real > &gearings) |
IborLeg & | withSpreads (Spread spread) |
IborLeg & | withSpreads (const std::vector< Spread > &spreads) |
IborLeg & | withCaps (Rate cap) |
IborLeg & | withCaps (const std::vector< Rate > &caps) |
IborLeg & | withFloors (Rate floor) |
IborLeg & | withFloors (const std::vector< Rate > &floors) |
IborLeg & | inArrears (bool flag=true) |
IborLeg & | withZeroPayments (bool flag=true) |
operator Leg () const |
helper class building a sequence of capped/floored ibor-rate coupons