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

helper class building a sequence of range-accrual floating-rate coupons More...

#include <ql/cashflows/rangeaccrual.hpp>

Public Member Functions

 RangeAccrualLeg (const Schedule &schedule, const ext::shared_ptr< IborIndex > &index)
 
RangeAccrualLegwithNotionals (Real notional)
 
RangeAccrualLegwithNotionals (const std::vector< Real > &notionals)
 
RangeAccrualLegwithPaymentDayCounter (const DayCounter &)
 
RangeAccrualLegwithPaymentAdjustment (BusinessDayConvention)
 
RangeAccrualLegwithFixingDays (Natural fixingDays)
 
RangeAccrualLegwithFixingDays (const std::vector< Natural > &fixingDays)
 
RangeAccrualLegwithGearings (Real gearing)
 
RangeAccrualLegwithGearings (const std::vector< Real > &gearings)
 
RangeAccrualLegwithSpreads (Spread spread)
 
RangeAccrualLegwithSpreads (const std::vector< Spread > &spreads)
 
RangeAccrualLegwithLowerTriggers (Rate trigger)
 
RangeAccrualLegwithLowerTriggers (const std::vector< Rate > &triggers)
 
RangeAccrualLegwithUpperTriggers (Rate trigger)
 
RangeAccrualLegwithUpperTriggers (const std::vector< Rate > &triggers)
 
RangeAccrualLegwithObservationTenor (const Period &)
 
RangeAccrualLegwithObservationConvention (BusinessDayConvention)
 
 operator Leg () const
 

Detailed Description

helper class building a sequence of range-accrual floating-rate coupons