DurationAdjustedCmsLegBuilder Class Reference

Inheritance diagram for DurationAdjustedCmsLegBuilder:

Public Member Functions
QuantLib::Leg	buildLeg (const ore::data::LegData &data, const boost::shared_ptr< ore::data::EngineFactory > &engineFactory, ore::data::RequiredFixings &requiredFixings, const std::string &configuration, const QuantLib::Date &openEndDateReplacement=Null< Date >(), const bool useXbsCurves=false) const override
Public Member Functions inherited from LegBuilder
	LegBuilder (const string &legType)
virtual Leg	buildLeg (const LegData &data, const boost::shared_ptr< EngineFactory > &, RequiredFixings &requiredFixings, const string &configuration, const QuantLib::Date &openEndDateReplacement=Null< Date >(), const bool useXbsCurves=false) const =0
const string &	legType () const