IndexedCouponLeg Class Reference

indexed coupon leg More...

#include <qle/cashflows/indexedcoupon.hpp>

Public Member Functions
	IndexedCouponLeg (const Leg &underlyingLeg, const Real qty, const boost::shared_ptr< Index > &index)
IndexedCouponLeg &	withInitialFixing (const Real initialFixing)
IndexedCouponLeg &	withInitialNotionalFixing (const Real initialNotionalFixing)
IndexedCouponLeg &	withValuationSchedule (const Schedule &valuationSchedule)
IndexedCouponLeg &	withFixingDays (const Size fixingDays)
IndexedCouponLeg &	withFixingCalendar (const Calendar &fixingCalendar)
IndexedCouponLeg &	withFixingConvention (const BusinessDayConvention &fixingConvention)
IndexedCouponLeg &	inArrearsFixing (const bool inArrearsFixing=true)
	operator Leg () const

Detailed Description

indexed coupon leg