Reference manual - version qle_version
helper class building a sequence of equity coupons More...
#include <qle/cashflows/equitycoupon.hpp>
Public Member Functions | |
| EquityLeg (const Schedule &schedule, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr) | |
| EquityLeg & | withNotional (Real notional) |
| EquityLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| EquityLeg & | withPaymentDayCounter (const DayCounter &dayCounter) |
| EquityLeg & | withPaymentAdjustment (BusinessDayConvention convention) |
| EquityLeg & | withPaymentLag (Natural paymentLag) |
| EquityLeg & | withPaymentCalendar (const Calendar &calendar) |
| EquityLeg & | withReturnType (EquityReturnType) |
| EquityLeg & | withDividendFactor (Real) |
| EquityLeg & | withInitialPrice (Real) |
| EquityLeg & | withInitialPriceIsInTargetCcy (bool) |
| EquityLeg & | withFixingDays (Natural) |
| EquityLeg & | withValuationSchedule (const Schedule &valuationSchedule) |
| EquityLeg & | withNotionalReset (bool) |
| EquityLeg & | withQuantity (Real) |
| operator Leg () const | |
helper class building a sequence of equity coupons