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

helper class building a sequence of fixed rate coupons More...

#include <ql/cashflows/fixedratecoupon.hpp>

Public Member Functions

 FixedRateLeg (const Schedule &schedule)
 
FixedRateLegwithNotionals (Real)
 
FixedRateLegwithNotionals (const std::vector< Real > &)
 
FixedRateLegwithCouponRates (Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
 
FixedRateLegwithCouponRates (const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
 
FixedRateLegwithCouponRates (const InterestRate &)
 
FixedRateLegwithCouponRates (const std::vector< InterestRate > &)
 
FixedRateLegwithPaymentAdjustment (BusinessDayConvention)
 
FixedRateLegwithFirstPeriodDayCounter (const DayCounter &)
 
FixedRateLegwithLastPeriodDayCounter (const DayCounter &)
 
FixedRateLegwithPaymentCalendar (const Calendar &)
 
FixedRateLegwithPaymentLag (Natural lag)
 
FixedRateLegwithExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
 
 operator Leg () const
 

Detailed Description

helper class building a sequence of fixed rate coupons