A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for CmsLeg, including all inherited members.
| CmsLeg(const Schedule &schedule, const ext::shared_ptr< SwapIndex > &swapIndex) (defined in CmsLeg) | CmsLeg | |
| inArrears(bool flag=true) (defined in CmsLeg) | CmsLeg | |
| operator Leg() const (defined in CmsLeg) | CmsLeg | |
| withCaps(Rate cap) (defined in CmsLeg) | CmsLeg | |
| withCaps(const std::vector< Rate > &caps) (defined in CmsLeg) | CmsLeg | |
| withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth) (defined in CmsLeg) | CmsLeg | |
| withFixingDays(Natural fixingDays) (defined in CmsLeg) | CmsLeg | |
| withFixingDays(const std::vector< Natural > &fixingDays) (defined in CmsLeg) | CmsLeg | |
| withFloors(Rate floor) (defined in CmsLeg) | CmsLeg | |
| withFloors(const std::vector< Rate > &floors) (defined in CmsLeg) | CmsLeg | |
| withGearings(Real gearing) (defined in CmsLeg) | CmsLeg | |
| withGearings(const std::vector< Real > &gearings) (defined in CmsLeg) | CmsLeg | |
| withNotionals(Real notional) (defined in CmsLeg) | CmsLeg | |
| withNotionals(const std::vector< Real > ¬ionals) (defined in CmsLeg) | CmsLeg | |
| withPaymentAdjustment(BusinessDayConvention) (defined in CmsLeg) | CmsLeg | |
| withPaymentDayCounter(const DayCounter &) (defined in CmsLeg) | CmsLeg | |
| withSpreads(Spread spread) (defined in CmsLeg) | CmsLeg | |
| withSpreads(const std::vector< Spread > &spreads) (defined in CmsLeg) | CmsLeg | |
| withZeroPayments(bool flag=true) (defined in CmsLeg) | CmsLeg |