yoyInflationLeg Class Reference

#include <qle/cashflows/yoyinflationcoupon.hpp>

Public Member Functions
	yoyInflationLeg (Schedule schedule, Calendar cal, ext::shared_ptr< YoYInflationIndex > index, const Period &observationLag)
yoyInflationLeg &	withNotionals (Real notional)
yoyInflationLeg &	withNotionals (const std::vector< Real > &notionals)
yoyInflationLeg &	withPaymentDayCounter (const DayCounter &)
yoyInflationLeg &	withPaymentAdjustment (BusinessDayConvention)
yoyInflationLeg &	withFixingDays (Natural fixingDays)
yoyInflationLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
yoyInflationLeg &	withGearings (Real gearing)
yoyInflationLeg &	withGearings (const std::vector< Real > &gearings)
yoyInflationLeg &	withSpreads (Spread spread)
yoyInflationLeg &	withSpreads (const std::vector< Spread > &spreads)
yoyInflationLeg &	withCaps (Rate cap)
yoyInflationLeg &	withCaps (const std::vector< Rate > &caps)
yoyInflationLeg &	withFloors (Rate floor)
yoyInflationLeg &	withFloors (const std::vector< Rate > &floors)
yoyInflationLeg &	withRateCurve (const Handle< YieldTermStructure > &rateCurve)
yoyInflationLeg &	withInflationNotional (bool addInflationNotional_)
	operator Leg () const

Detailed Description

Helper class building a sequence of capped/floored yoy inflation coupons payoff is: spread + gearing x index