make functions for non-standard ibor and fixed legs
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#include <ql/cashflow.hpp>
#include <ql/indexes/iborindex.hpp>
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QuantLib::Leg | makeNonStandardIborLeg (const boost::shared_ptr< QuantLib::IborIndex > &index, const std::vector< QuantLib::Date > &calcDates, const std::vector< QuantLib::Date > &payDates, const std::vector< QuantLib::Date > &fixingDates, const std::vector< QuantLib::Date > &resetDates, const QuantLib::Size fixingDays, const std::vector< QuantLib::Real > ¬ionals, const std::vector< QuantLib::Date > ¬ionalDates, const std::vector< QuantLib::Real > &spreads, const std::vector< QuantLib::Date > &spreadDates, const std::vector< QuantLib::Real > &gearings, const std::vector< QuantLib::Date > &gearingDates, const bool strictNotionalDates, const QuantLib::DayCounter &dayCounter, const QuantLib::Calendar &payCalendar, const QuantLib::BusinessDayConvention payConv, const QuantLib::Period &payLag, const bool isInArrears) |
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QuantLib::Leg | makeNonStandardFixedLeg (const std::vector< QuantLib::Date > &calcDates, const std::vector< QuantLib::Date > &payDates, const std::vector< QuantLib::Real > ¬ionals, const std::vector< QuantLib::Date > ¬ionalDates, const std::vector< QuantLib::Real > &rates, const std::vector< QuantLib::Date > &rateDates, const bool strictNotionalDates, const QuantLib::DayCounter &dayCounter, const QuantLib::Calendar &payCalendar, const QuantLib::BusinessDayConvention payConv, const QuantLib::Period &payLag) |
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make functions for non-standard ibor and fixed legs