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 | |
MakeFixedBMASwap & | receiveFixed (bool flag=true) |
MakeFixedBMASwap & | withType (FixedBMASwap::Type type) |
MakeFixedBMASwap & | withNominal (Real n) |
MakeFixedBMASwap & | withBMALegTenor (const Period &tenor) |
MakeFixedBMASwap & | withSettlementDays (Natural settlementDays) |
MakeFixedBMASwap & | withEffectiveDate (const Date &) |
MakeFixedBMASwap & | withTerminationDate (const Date &) |
MakeFixedBMASwap & | withFixedLegTenor (const Period &t) |
MakeFixedBMASwap & | withFixedLegCalendar (const Calendar &cal) |
MakeFixedBMASwap & | withFixedLegConvention (BusinessDayConvention bdc) |
MakeFixedBMASwap & | withFixedLegTerminationDateConvention (BusinessDayConvention bdc) |
MakeFixedBMASwap & | withFixedLegRule (DateGeneration::Rule r) |
MakeFixedBMASwap & | withFixedLegEndOfMonth (bool flag=true) |
MakeFixedBMASwap & | withFixedLegFirstDate (const Date &d) |
MakeFixedBMASwap & | withFixedLegNextToLastDate (const Date &d) |
MakeFixedBMASwap & | withFixedLegDayCount (const DayCounter &dc) |
MakeFixedBMASwap & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountCurve) |
MakeFixedBMASwap & | withPricingEngine (const boost::shared_ptr< PricingEngine > &engine) |