1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: RangeAccrualLeg Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a></div>
<h1>RangeAccrualLeg Class Reference</h1><!-- doxytag: class="QuantLib::RangeAccrualLeg" --><code>#include <ql/cashflows/rangeaccrual.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_range_accrual_leg-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
helper class building a sequence of range-accrual floating-rate coupons <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae549cc64b5f157483f020c6fbbae722"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::RangeAccrualLeg" ref="ae549cc64b5f157483f020c6fbbae722" args="(const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)" -->
</td><td class="memItemRight" valign="bottom"><b>RangeAccrualLeg</b> (const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &index)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ba4a89f6ae58e61fd5eff7cfa53a51d"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withNotionals" ref="8ba4a89f6ae58e61fd5eff7cfa53a51d" args="(Real notional)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNotionals</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3e6206528f084351b623867b48a7cd1f"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withNotionals" ref="3e6206528f084351b623867b48a7cd1f" args="(const std::vector< Real > &notionals)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNotionals</b> (const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &notionals)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="57856929adb0ca89276afc2ca11c90b5"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withPaymentDayCounter" ref="57856929adb0ca89276afc2ca11c90b5" args="(const DayCounter &)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentDayCounter</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5d91a3ac7b5795f2072232f9e3207620"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withPaymentAdjustment" ref="5d91a3ac7b5795f2072232f9e3207620" args="(BusinessDayConvention)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentAdjustment</b> (<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8aeca17cf564baeacd3d62cf4326f9e"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withFixingDays" ref="f8aeca17cf564baeacd3d62cf4326f9e" args="(Natural fixingDays)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixingDays</b> (<a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c7d3fcb9aa7628404b40f3ed2a5e11a"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withFixingDays" ref="1c7d3fcb9aa7628404b40f3ed2a5e11a" args="(const std::vector< Natural > &fixingDays)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixingDays</b> (const std::vector< <a class="el" href="group__types.html#g7e529c39c477ba1f5a22264d93e8457a">Natural</a> > &fixingDays)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a82973f34823d38c35cb060ee2c9b531"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withGearings" ref="a82973f34823d38c35cb060ee2c9b531" args="(Real gearing)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withGearings</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gearing)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b62831139af630d58def44d38ed97fa2"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withGearings" ref="b62831139af630d58def44d38ed97fa2" args="(const std::vector< Real > &gearings)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withGearings</b> (const std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &gearings)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f790d5d765bc8c6a6433749b9bb88183"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withSpreads" ref="f790d5d765bc8c6a6433749b9bb88183" args="(Spread spread)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withSpreads</b> (<a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> spread)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e87af83bf739c7618c4de9a3e6fb049"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withSpreads" ref="5e87af83bf739c7618c4de9a3e6fb049" args="(const std::vector< Spread > &spreads)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withSpreads</b> (const std::vector< <a class="el" href="group__types.html#ge7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b50cb89a40e24c9364bc552ea3de063"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withLowerTriggers" ref="3b50cb89a40e24c9364bc552ea3de063" args="(Rate trigger)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withLowerTriggers</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> trigger)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a6124ce6520c910ee0afc980bea3e28"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withLowerTriggers" ref="0a6124ce6520c910ee0afc980bea3e28" args="(const std::vector< Rate > &triggers)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withLowerTriggers</b> (const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &triggers)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="58050af3f9d3d09329eb0c85c0bd1ea1"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withUpperTriggers" ref="58050af3f9d3d09329eb0c85c0bd1ea1" args="(Rate trigger)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withUpperTriggers</b> (<a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> trigger)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0183f30ae0d441b86ff67518125f6e9c"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withUpperTriggers" ref="0183f30ae0d441b86ff67518125f6e9c" args="(const std::vector< Rate > &triggers)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withUpperTriggers</b> (const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &triggers)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44d5beb92399a99ebf855ba80e9a4ee1"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withObservationTenor" ref="44d5beb92399a99ebf855ba80e9a4ee1" args="(const Period &)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withObservationTenor</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="88117c18b3b46e44588d7c5426d79ba2"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::withObservationConvention" ref="88117c18b3b46e44588d7c5426d79ba2" args="(BusinessDayConvention)" -->
<a class="el" href="class_quant_lib_1_1_range_accrual_leg.html">RangeAccrualLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withObservationConvention</b> (<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b90967eddf8d006442846cf44ea38756"></a><!-- doxytag: member="QuantLib::RangeAccrualLeg::operator Leg" ref="b90967eddf8d006442846cf44ea38756" args="() const " -->
</td><td class="memItemRight" valign="bottom"><b>operator Leg</b> () const </td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|