Reference manual - version qle_version
helper class building a sequence of capped/floored cmb coupons More...
#include <qle/cashflows/cmbcoupon.hpp>
Public Member Functions | |
| CmbLeg (Schedule schedule, std::vector< ext::shared_ptr< ConstantMaturityBondIndex >> bondIndices) | |
| CmbLeg & | withNotionals (Real notional) |
| CmbLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| CmbLeg & | withPaymentDayCounter (const DayCounter &) |
| CmbLeg & | withPaymentCalendar (const Calendar &cal) |
| CmbLeg & | withPaymentAdjustment (BusinessDayConvention) |
| CmbLeg & | withFixingDays (Natural fixingDays) |
| CmbLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
| CmbLeg & | withGearings (Real gearing) |
| CmbLeg & | withGearings (const std::vector< Real > &gearings) |
| CmbLeg & | withSpreads (Spread spread) |
| CmbLeg & | withSpreads (const std::vector< Spread > &spreads) |
| CmbLeg & | withCaps (Rate cap) |
| CmbLeg & | withCaps (const std::vector< Rate > &caps) |
| CmbLeg & | withFloors (Rate floor) |
| CmbLeg & | withFloors (const std::vector< Rate > &floors) |
| CmbLeg & | inArrears (bool flag=true) |
| CmbLeg & | withZeroPayments (bool flag=true) |
| CmbLeg & | withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth) |
| operator Leg () const | |
helper class building a sequence of capped/floored cmb coupons