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) | |
RangeAccrualLeg & | withNotionals (Real notional) |
RangeAccrualLeg & | withNotionals (const std::vector< Real > ¬ionals) |
RangeAccrualLeg & | withPaymentDayCounter (const DayCounter &) |
RangeAccrualLeg & | withPaymentAdjustment (BusinessDayConvention) |
RangeAccrualLeg & | withFixingDays (Natural fixingDays) |
RangeAccrualLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
RangeAccrualLeg & | withGearings (Real gearing) |
RangeAccrualLeg & | withGearings (const std::vector< Real > &gearings) |
RangeAccrualLeg & | withSpreads (Spread spread) |
RangeAccrualLeg & | withSpreads (const std::vector< Spread > &spreads) |
RangeAccrualLeg & | withLowerTriggers (Rate trigger) |
RangeAccrualLeg & | withLowerTriggers (const std::vector< Rate > &triggers) |
RangeAccrualLeg & | withUpperTriggers (Rate trigger) |
RangeAccrualLeg & | withUpperTriggers (const std::vector< Rate > &triggers) |
RangeAccrualLeg & | withObservationTenor (const Period &) |
RangeAccrualLeg & | withObservationConvention (BusinessDayConvention) |
operator Leg () const | |
helper class building a sequence of range-accrual floating-rate coupons