QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
CmsLeg Class Reference

helper class building a sequence of capped/floored cms-rate coupons More...

#include <ql/cashflows/cmscoupon.hpp>

Public Member Functions

 CmsLeg (const Schedule &schedule, const ext::shared_ptr< SwapIndex > &swapIndex)
 
CmsLegwithNotionals (Real notional)
 
CmsLegwithNotionals (const std::vector< Real > &notionals)
 
CmsLegwithPaymentDayCounter (const DayCounter &)
 
CmsLegwithPaymentAdjustment (BusinessDayConvention)
 
CmsLegwithFixingDays (Natural fixingDays)
 
CmsLegwithFixingDays (const std::vector< Natural > &fixingDays)
 
CmsLegwithGearings (Real gearing)
 
CmsLegwithGearings (const std::vector< Real > &gearings)
 
CmsLegwithSpreads (Spread spread)
 
CmsLegwithSpreads (const std::vector< Spread > &spreads)
 
CmsLegwithCaps (Rate cap)
 
CmsLegwithCaps (const std::vector< Rate > &caps)
 
CmsLegwithFloors (Rate floor)
 
CmsLegwithFloors (const std::vector< Rate > &floors)
 
CmsLeginArrears (bool flag=true)
 
CmsLegwithZeroPayments (bool flag=true)
 
CmsLegwithExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth)
 
 operator Leg () const
 

Detailed Description

helper class building a sequence of capped/floored cms-rate coupons