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
|
<!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>AverageBMALeg 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="185" height="50" 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 1.2</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="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="todo.html">Todo List</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 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> </div>
<div class="headertitle">
<div class="title">AverageBMALeg Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::AverageBMALeg" -->
<p>helper class building a sequence of average BMA coupons
<a href="class_quant_lib_1_1_average_b_m_a_leg.html#details">More...</a></p>
<p><code>#include <ql/cashflows/averagebmacoupon.hpp></code></p>
<p><a href="class_quant_lib_1_1_average_b_m_a_leg-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aca69691be4d0604ec7cefa9890f6bc57"></a><!-- doxytag: member="QuantLib::AverageBMALeg::AverageBMALeg" ref="aca69691be4d0604ec7cefa9890f6bc57" args="(const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index)" -->
 </td><td class="memItemRight" valign="bottom"><b>AverageBMALeg</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_b_m_a_index.html">BMAIndex</a> > &index)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a441e1ca1920670745d1f657c9239e063"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withNotionals" ref="a441e1ca1920670745d1f657c9239e063" args="(Real notional)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNotionals</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a08001736ab813a45b65dbd443a6aac9a"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withNotionals" ref="a08001736ab813a45b65dbd443a6aac9a" args="(const std::vector< Real > &notionals)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNotionals</b> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &notionals)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a452e85c3a92f4d7f0752748df2b3d5e6"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withPaymentDayCounter" ref="a452e85c3a92f4d7f0752748df2b3d5e6" args="(const DayCounter &)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</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" align="right" valign="top"><a class="anchor" id="a2d270b5fe8c1db29269cc369f950f96d"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withPaymentAdjustment" ref="a2d270b5fe8c1db29269cc369f950f96d" args="(BusinessDayConvention)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentAdjustment</b> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afd3c927a7dc2ee0d9592060f7723bec2"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withGearings" ref="afd3c927a7dc2ee0d9592060f7723bec2" args="(Real gearing)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> & </td><td class="memItemRight" valign="bottom"><b>withGearings</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> gearing)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4e2417835a4e63d72ee847c1449635ac"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withGearings" ref="a4e2417835a4e63d72ee847c1449635ac" args="(const std::vector< Real > &gearings)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> & </td><td class="memItemRight" valign="bottom"><b>withGearings</b> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &gearings)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="affb1309ee0baf8b3e5d7f6a625cade9c"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withSpreads" ref="affb1309ee0baf8b3e5d7f6a625cade9c" args="(Spread spread)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> & </td><td class="memItemRight" valign="bottom"><b>withSpreads</b> (<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> spread)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adee93493711489af840443c23e3a4e4c"></a><!-- doxytag: member="QuantLib::AverageBMALeg::withSpreads" ref="adee93493711489af840443c23e3a4e4c" args="(const std::vector< Spread > &spreads)" -->
<a class="el" href="class_quant_lib_1_1_average_b_m_a_leg.html">AverageBMALeg</a> & </td><td class="memItemRight" valign="bottom"><b>withSpreads</b> (const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab90967eddf8d006442846cf44ea38756"></a><!-- doxytag: member="QuantLib::AverageBMALeg::operator Leg" ref="ab90967eddf8d006442846cf44ea38756" args="() const " -->
 </td><td class="memItemRight" valign="bottom"><b>operator Leg</b> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>helper class building a sequence of average BMA coupons </p>
</div></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|