CmsLeg Class Reference
#include <ql/cashflows/cmscoupon.hpp>
Detailed Description
helper class building a sequence of capped/floored cms-rate couponsPublic Member Functions | |
| CmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index) | |
| CmsLeg & | withNotionals (Real notional) |
| CmsLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| CmsLeg & | withPaymentDayCounter (const DayCounter &) |
| CmsLeg & | withPaymentAdjustment (BusinessDayConvention) |
| CmsLeg & | withFixingDays (Natural fixingDays) |
| CmsLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
| CmsLeg & | withGearings (Real gearing) |
| CmsLeg & | withGearings (const std::vector< Real > &gearings) |
| CmsLeg & | withSpreads (Spread spread) |
| CmsLeg & | withSpreads (const std::vector< Spread > &spreads) |
| CmsLeg & | withCaps (Rate cap) |
| CmsLeg & | withCaps (const std::vector< Rate > &caps) |
| CmsLeg & | withFloors (Rate floor) |
| CmsLeg & | withFloors (const std::vector< Rate > &floors) |
| CmsLeg & | inArrears (bool flag=true) |
| CmsLeg & | withZeroPayments (bool flag=true) |
| operator Leg () const | |