Reference manual - version qle_version
helper class building a sequence of overnight coupons More...
#include <qle/cashflows/overnightindexedcoupon.hpp>
Public Member Functions | |
| OvernightLeg (const Schedule &schedule, const ext::shared_ptr< OvernightIndex > &overnightIndex) | |
| OvernightLeg & | withNotionals (Real notional) |
| OvernightLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| OvernightLeg & | withPaymentDayCounter (const DayCounter &) |
| OvernightLeg & | withPaymentAdjustment (BusinessDayConvention) |
| OvernightLeg & | withPaymentCalendar (const Calendar &) |
| OvernightLeg & | withPaymentLag (Natural lag) |
| OvernightLeg & | withGearings (Real gearing) |
| OvernightLeg & | withGearings (const std::vector< Real > &gearings) |
| OvernightLeg & | withSpreads (Spread spread) |
| OvernightLeg & | withSpreads (const std::vector< Spread > &spreads) |
| OvernightLeg & | withTelescopicValueDates (bool telescopicValueDates) |
| OvernightLeg & | includeSpread (bool includeSpread) |
| OvernightLeg & | withLookback (const Period &lookback) |
| OvernightLeg & | withRateCutoff (const Natural rateCutoff) |
| OvernightLeg & | withFixingDays (const Natural fixingDays) |
| OvernightLeg & | withCaps (Rate cap) |
| OvernightLeg & | withCaps (const std::vector< Rate > &caps) |
| OvernightLeg & | withFloors (Rate floor) |
| OvernightLeg & | withFloors (const std::vector< Rate > &floors) |
| OvernightLeg & | withNakedOption (const bool nakedOption) |
| OvernightLeg & | withLocalCapFloor (const bool localCapFloor) |
| OvernightLeg & | withInArrears (const bool inArrears) |
| OvernightLeg & | withLastRecentPeriod (const boost::optional< Period > &lastRecentPeriod) |
| OvernightLeg & | withLastRecentPeriodCalendar (const Calendar &lastRecentPeriodCalendar) |
| OvernightLeg & | withOvernightIndexedCouponPricer (const boost::shared_ptr< OvernightIndexedCouponPricer > &couponPricer) |
| OvernightLeg & | withPaymentDates (const std::vector< Date > &paymentDates) |
| OvernightLeg & | withCapFlooredOvernightIndexedCouponPricer (const boost::shared_ptr< CappedFlooredOvernightIndexedCouponPricer > &couponPricer) |
| operator Leg () const | |
helper class building a sequence of overnight coupons