DurationAdjustedCmsLeg Class Reference

Public Member Functions
	DurationAdjustedCmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &swapIndex, const Size duration)
DurationAdjustedCmsLeg &	withNotionals (Real notional)
DurationAdjustedCmsLeg &	withNotionals (const std::vector< Real > &notionals)
DurationAdjustedCmsLeg &	withPaymentDayCounter (const DayCounter &)
DurationAdjustedCmsLeg &	withPaymentAdjustment (BusinessDayConvention)
DurationAdjustedCmsLeg &	withPaymentLag (Natural lag)
DurationAdjustedCmsLeg &	withPaymentCalendar (const Calendar &)
DurationAdjustedCmsLeg &	withFixingDays (Natural fixingDays)
DurationAdjustedCmsLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
DurationAdjustedCmsLeg &	withGearings (Real gearing)
DurationAdjustedCmsLeg &	withGearings (const std::vector< Real > &gearings)
DurationAdjustedCmsLeg &	withSpreads (Spread spread)
DurationAdjustedCmsLeg &	withSpreads (const std::vector< Spread > &spreads)
DurationAdjustedCmsLeg &	withCaps (Rate cap)
DurationAdjustedCmsLeg &	withCaps (const std::vector< Rate > &caps)
DurationAdjustedCmsLeg &	withFloors (Rate floor)
DurationAdjustedCmsLeg &	withFloors (const std::vector< Rate > &floors)
DurationAdjustedCmsLeg &	inArrears (bool flag=true)
DurationAdjustedCmsLeg &	withZeroPayments (bool flag=true)
DurationAdjustedCmsLeg &	withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
DurationAdjustedCmsLeg &	withDuration (Size duration)
	operator Leg () const