Reference manual - version qle_version
helper class building a sequence of overnight coupons More...
#include <qle/cashflows/averageonindexedcoupon.hpp>
Public Member Functions | |
| AverageONLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex) | |
| AverageONLeg & | withNotional (Real notional) |
| AverageONLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| AverageONLeg & | withPaymentDayCounter (const DayCounter &dayCounter) |
| AverageONLeg & | withPaymentAdjustment (BusinessDayConvention convention) |
| AverageONLeg & | withGearing (Real gearing) |
| AverageONLeg & | withGearings (const std::vector< Real > &gearings) |
| AverageONLeg & | withSpread (Spread spread) |
| AverageONLeg & | withSpreads (const std::vector< Spread > &spreads) |
| AverageONLeg & | withTelescopicValueDates (bool telescopicValueDates) |
| AverageONLeg & | withRateCutoff (Natural rateCutoff) |
| AverageONLeg & | withPaymentCalendar (const Calendar &calendar) |
| AverageONLeg & | withPaymentLag (Natural lag) |
| AverageONLeg & | withLookback (const Period &lookback) |
| AverageONLeg & | withFixingDays (const Size fixingDays) |
| AverageONLeg & | withCaps (Rate cap) |
| AverageONLeg & | withCaps (const std::vector< Rate > &caps) |
| AverageONLeg & | withFloors (Rate floor) |
| AverageONLeg & | withFloors (const std::vector< Rate > &floors) |
| AverageONLeg & | includeSpreadInCapFloors (bool includeSpread) |
| AverageONLeg & | withNakedOption (const bool nakedOption) |
| AverageONLeg & | withLocalCapFloor (const bool localCapFloor) |
| AverageONLeg & | withInArrears (const bool inArrears) |
| AverageONLeg & | withLastRecentPeriod (const boost::optional< Period > &lastRecentPeriod) |
| AverageONLeg & | withLastRecentPeriodCalendar (const Calendar &lastRecentPeriodCalendar) |
| AverageONLeg & | withPaymentDates (const std::vector< QuantLib::Date > &paymentDates) |
| AverageONLeg & | withAverageONIndexedCouponPricer (const boost::shared_ptr< AverageONIndexedCouponPricer > &couponPricer) |
| AverageONLeg & | withCapFlooredAverageONIndexedCouponPricer (const boost::shared_ptr< CapFlooredAverageONIndexedCouponPricer > &couponPricer) |
| operator Leg () const | |
helper class building a sequence of overnight coupons