MakeVanillaSwap Class Reference
#include <ql/Instruments/vanillaswap.hpp>
Detailed Description
helper classThis class provides a more comfortable way to instantiate standard market swap.
Public Member Functions | |
| MakeVanillaSwap (const Date &effectiveDate, const Period &swapTenor, const Calendar &cal, Rate fixedRate, const boost::shared_ptr< Xibor > &index, const Handle< YieldTermStructure > &termStructure) | |
| MakeVanillaSwap & | receiveFixed (bool flag=true) |
| MakeVanillaSwap & | withNominal (Real n) |
| MakeVanillaSwap & | withFixedLegTenor (const Period &t) |
| MakeVanillaSwap & | withFixedLegCalendar (const Calendar &cal) |
| MakeVanillaSwap & | withFixedLegConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFixedLegTerminationDateConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFixedLegForward (bool flag=true) |
| MakeVanillaSwap & | withFixedLegNotEndOfMonth (bool flag=true) |
| MakeVanillaSwap & | withFixedLegFirstDate (const Date &d) |
| MakeVanillaSwap & | withFixedLegNextToLastDate (const Date &d) |
| MakeVanillaSwap & | withFixedLegDayCount (const DayCounter &dc) |
| MakeVanillaSwap & | withFloatingLegTenor (const Period &t) |
| MakeVanillaSwap & | withFloatingLegCalendar (const Calendar &cal) |
| MakeVanillaSwap & | withFloatingLegConvention (const BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFloatingLegTerminationDateConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFloatingLegForward (bool flag=true) |
| MakeVanillaSwap & | withFloatingLegNotEndOfMonth (bool flag=true) |
| MakeVanillaSwap & | withFloatingLegFirstDate (const Date &d) |
| MakeVanillaSwap & | withFloatingLegNextToLastDate (const Date &d) |
| MakeVanillaSwap & | withFloatingLegDayCount (const DayCounter &dc) |
| MakeVanillaSwap & | withFloatingLegSpread (Spread sp) |
| operator VanillaSwap () const | |
| operator boost::shared_ptr () const | |