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Reference manual - version qle_version
Public Member Functions | List of all members
MakeFixedBMASwap Class Reference

Public Member Functions

 MakeFixedBMASwap (const Period &swapTenor, const boost::shared_ptr< BMAIndex > &bmaIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days)
 
 operator FixedBMASwap () const
 
 operator boost::shared_ptr< FixedBMASwap > () const
 
MakeFixedBMASwapreceiveFixed (bool flag=true)
 
MakeFixedBMASwapwithType (FixedBMASwap::Type type)
 
MakeFixedBMASwapwithNominal (Real n)
 
MakeFixedBMASwapwithBMALegTenor (const Period &tenor)
 
MakeFixedBMASwapwithSettlementDays (Natural settlementDays)
 
MakeFixedBMASwapwithEffectiveDate (const Date &)
 
MakeFixedBMASwapwithTerminationDate (const Date &)
 
MakeFixedBMASwapwithFixedLegTenor (const Period &t)
 
MakeFixedBMASwapwithFixedLegCalendar (const Calendar &cal)
 
MakeFixedBMASwapwithFixedLegConvention (BusinessDayConvention bdc)
 
MakeFixedBMASwapwithFixedLegTerminationDateConvention (BusinessDayConvention bdc)
 
MakeFixedBMASwapwithFixedLegRule (DateGeneration::Rule r)
 
MakeFixedBMASwapwithFixedLegEndOfMonth (bool flag=true)
 
MakeFixedBMASwapwithFixedLegFirstDate (const Date &d)
 
MakeFixedBMASwapwithFixedLegNextToLastDate (const Date &d)
 
MakeFixedBMASwapwithFixedLegDayCount (const DayCounter &dc)
 
MakeFixedBMASwapwithDiscountingTermStructure (const Handle< YieldTermStructure > &discountCurve)
 
MakeFixedBMASwapwithPricingEngine (const boost::shared_ptr< PricingEngine > &engine)