SubPeriodsLeg1 Class Reference

helper class building a sequence of sub-period coupons More...

#include <qle/cashflows/subperiodscoupon.hpp>

Public Member Functions
	SubPeriodsLeg1 (const Schedule &schedule, const boost::shared_ptr< InterestRateIndex > &index)
SubPeriodsLeg1 &	withNotional (Real notional)
SubPeriodsLeg1 &	withNotionals (const std::vector< Real > &notionals)
SubPeriodsLeg1 &	withPaymentDayCounter (const DayCounter &dayCounter)
SubPeriodsLeg1 &	withPaymentAdjustment (BusinessDayConvention convention)
SubPeriodsLeg1 &	withGearing (Real gearing)
SubPeriodsLeg1 &	withGearings (const std::vector< Real > &gearings)
SubPeriodsLeg1 &	withSpread (Spread spread)
SubPeriodsLeg1 &	withSpreads (const std::vector< Spread > &spreads)
SubPeriodsLeg1 &	withPaymentCalendar (const Calendar &calendar)
SubPeriodsLeg1 &	withType (SubPeriodsCoupon1::Type type)
SubPeriodsLeg1 &	includeSpread (bool includeSpread)
	operator Leg () const

Detailed Description

helper class building a sequence of sub-period coupons