Public Member Functions | |
NonStandardYoYInflationLeg (const Schedule &schedule, const Calendar &cal, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag) | |
NonStandardYoYInflationLeg & | withNotionals (Real notional) |
NonStandardYoYInflationLeg & | withNotionals (const std::vector< Real > ¬ionals) |
NonStandardYoYInflationLeg & | withPaymentDayCounter (const DayCounter &) |
NonStandardYoYInflationLeg & | withPaymentAdjustment (BusinessDayConvention) |
NonStandardYoYInflationLeg & | withFixingDays (Natural fixingDays) |
NonStandardYoYInflationLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
NonStandardYoYInflationLeg & | withGearings (Real gearing) |
NonStandardYoYInflationLeg & | withGearings (const std::vector< Real > &gearings) |
NonStandardYoYInflationLeg & | withSpreads (Spread spread) |
NonStandardYoYInflationLeg & | withSpreads (const std::vector< Spread > &spreads) |
NonStandardYoYInflationLeg & | withCaps (Rate cap) |
NonStandardYoYInflationLeg & | withCaps (const std::vector< Rate > &caps) |
NonStandardYoYInflationLeg & | withFloors (Rate floor) |
NonStandardYoYInflationLeg & | withFloors (const std::vector< Rate > &floors) |
NonStandardYoYInflationLeg & | withRateCurve (const Handle< YieldTermStructure > &rateCurve) |
NonStandardYoYInflationLeg & | withInflationNotional (bool addInflationNotional_) |
NonStandardYoYInflationLeg & | withObservationInterpolation (QuantLib::CPI::InterpolationType interpolation) |
operator Leg () const | |