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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> </li>
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<!-- doxytag: class="QuantLib::DigitalCmsLeg" -->
<p>helper class building a sequence of digital ibor-rate coupons
<a href="class_quant_lib_1_1_digital_cms_leg.html#details">More...</a></p>
<p><code>#include <ql/cashflows/digitalcmscoupon.hpp></code></p>
<p><a href="class_quant_lib_1_1_digital_cms_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="a3d3c95aa083397b1349444f113b98762"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::DigitalCmsLeg" ref="a3d3c95aa083397b1349444f113b98762" args="(const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index)" -->
 </td><td class="memItemRight" valign="bottom"><b>DigitalCmsLeg</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_swap_index.html">SwapIndex</a> > &index)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a462a5b39dfde286317f0075143c4530b"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withNotionals" ref="a462a5b39dfde286317f0075143c4530b" args="(Real notional)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="a849da33ecb6b0f4123be61fb59bf16dc"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withNotionals" ref="a849da33ecb6b0f4123be61fb59bf16dc" args="(const std::vector< Real > &notionals)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="a1f841210c3b1955a08c8916faa456b88"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withPaymentDayCounter" ref="a1f841210c3b1955a08c8916faa456b88" args="(const DayCounter &)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="ae4f79815c80b55f3db0cdf9f118f1cad"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withPaymentAdjustment" ref="ae4f79815c80b55f3db0cdf9f118f1cad" args="(BusinessDayConvention)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="a4d2ba96c0f5281f0737569f3a8910096"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withFixingDays" ref="a4d2ba96c0f5281f0737569f3a8910096" args="(Natural fixingDays)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixingDays</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a88f7555b31114da432a5f9f3faab2e6e"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withFixingDays" ref="a88f7555b31114da432a5f9f3faab2e6e" args="(const std::vector< Natural > &fixingDays)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixingDays</b> (const std::vector< <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> > &fixingDays)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac0d7cd5da75156cf4aa623b0cab2c4c4"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withGearings" ref="ac0d7cd5da75156cf4aa623b0cab2c4c4" args="(Real gearing)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="a29589cae121d3a46e73a7d4cb517c7a0"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withGearings" ref="a29589cae121d3a46e73a7d4cb517c7a0" args="(const std::vector< Real > &gearings)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="ad7382252f5c4f22f1cba20bbc707c108"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withSpreads" ref="ad7382252f5c4f22f1cba20bbc707c108" args="(Spread spread)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="a037fcf2259da2796366cf33f17bb3794"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withSpreads" ref="a037fcf2259da2796366cf33f17bb3794" args="(const std::vector< Spread > &spreads)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</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="a981b3cddc159c0a2dda8b629afe6602f"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::inArrears" ref="a981b3cddc159c0a2dda8b629afe6602f" args="(bool flag=true)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>inArrears</b> (bool flag=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a971b451a6768e0d2d1dca1c9148a8786"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withCallStrikes" ref="a971b451a6768e0d2d1dca1c9148a8786" args="(Rate strike)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCallStrikes</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4032dd47e1e991c5034e0b19a57a2172"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withCallStrikes" ref="a4032dd47e1e991c5034e0b19a57a2172" args="(const std::vector< Rate > &strikes)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCallStrikes</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &strikes)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9e5e790d9e233e66be3c27b8c6bc548b"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withLongCallOption" ref="a9e5e790d9e233e66be3c27b8c6bc548b" args="(Position::Type)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withLongCallOption</b> (Position::Type)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23a9a1bf861c4d0711aad4300f61cf10"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withCallATM" ref="a23a9a1bf861c4d0711aad4300f61cf10" args="(bool flag=true)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCallATM</b> (bool flag=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab52b3f01181a28f53ea5753ae1fac670"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withCallPayoffs" ref="ab52b3f01181a28f53ea5753ae1fac670" args="(Rate payoff)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCallPayoffs</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> payoff)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afdad13e13590b45fd66d835483132075"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withCallPayoffs" ref="afdad13e13590b45fd66d835483132075" args="(const std::vector< Rate > &payoffs)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCallPayoffs</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &payoffs)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa642aedf68b7a27999cb046a9f5caa10"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withPutStrikes" ref="aa642aedf68b7a27999cb046a9f5caa10" args="(Rate strike)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPutStrikes</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18b38448e6e104b75195cf661ffa3abe"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withPutStrikes" ref="a18b38448e6e104b75195cf661ffa3abe" args="(const std::vector< Rate > &strikes)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPutStrikes</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &strikes)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6156ce68640cde1f80be7d4f60132f8f"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withLongPutOption" ref="a6156ce68640cde1f80be7d4f60132f8f" args="(Position::Type)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withLongPutOption</b> (Position::Type)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0978a2bfbfdd24c9a3273abfe6841639"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withPutATM" ref="a0978a2bfbfdd24c9a3273abfe6841639" args="(bool flag=true)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPutATM</b> (bool flag=true)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa7b28551343e1c199e7c6c2f72a4773d"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withPutPayoffs" ref="aa7b28551343e1c199e7c6c2f72a4773d" args="(Rate payoff)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPutPayoffs</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> payoff)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8094803b11cd4b9b9c1401767492697"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withPutPayoffs" ref="ad8094803b11cd4b9b9c1401767492697" args="(const std::vector< Rate > &payoffs)" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPutPayoffs</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &payoffs)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab04460f82029cf90140591a068229fc6"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::withReplication" ref="ab04460f82029cf90140591a068229fc6" args="(const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())" -->
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withReplication</b> (const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab90967eddf8d006442846cf44ea38756"></a><!-- doxytag: member="QuantLib::DigitalCmsLeg::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 digital ibor-rate coupons </p>
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