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) | |
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) |
CmsLeg & | withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth) |
operator Leg () const | |
helper class building a sequence of capped/floored cms-rate coupons