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>OvernightLeg 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_overnight_leg.html">OvernightLeg</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">OvernightLeg Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::OvernightLeg" -->
<p>helper class building a sequence of overnight coupons
<a href="class_quant_lib_1_1_overnight_leg.html#details">More...</a></p>
<p><code>#include <ql/cashflows/overnightindexedcoupon.hpp></code></p>
<p><a href="class_quant_lib_1_1_overnight_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="ac0d49f26da87765dee44878b6a608ced"></a><!-- doxytag: member="QuantLib::OvernightLeg::OvernightLeg" ref="ac0d49f26da87765dee44878b6a608ced" args="(const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)" -->
 </td><td class="memItemRight" valign="bottom"><b>OvernightLeg</b> (const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a954d7062f691b09137f603313072fb67"></a><!-- doxytag: member="QuantLib::OvernightLeg::withNotionals" ref="a954d7062f691b09137f603313072fb67" args="(Real notional)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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="ad20f30781169e7d8be80850e1b15f56c"></a><!-- doxytag: member="QuantLib::OvernightLeg::withNotionals" ref="ad20f30781169e7d8be80850e1b15f56c" args="(const std::vector< Real > &notionals)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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="a4b0d6efb1a95c449ed5994e5fdcf7c15"></a><!-- doxytag: member="QuantLib::OvernightLeg::withPaymentDayCounter" ref="a4b0d6efb1a95c449ed5994e5fdcf7c15" args="(const DayCounter &)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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="a971303426f9ee1359c70606da4f9532d"></a><!-- doxytag: member="QuantLib::OvernightLeg::withPaymentAdjustment" ref="a971303426f9ee1359c70606da4f9532d" args="(BusinessDayConvention)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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="aa4fa5769c78113252005d88f2c24495a"></a><!-- doxytag: member="QuantLib::OvernightLeg::withGearings" ref="aa4fa5769c78113252005d88f2c24495a" args="(Real gearing)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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="a74380acd3a06b9a885c98d01a074ccbd"></a><!-- doxytag: member="QuantLib::OvernightLeg::withGearings" ref="a74380acd3a06b9a885c98d01a074ccbd" args="(const std::vector< Real > &gearings)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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="a03805897879fa9730f9474c2303a4256"></a><!-- doxytag: member="QuantLib::OvernightLeg::withSpreads" ref="a03805897879fa9730f9474c2303a4256" args="(Spread spread)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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="ae368fa53eff56c115cb862a5bae1c7bc"></a><!-- doxytag: member="QuantLib::OvernightLeg::withSpreads" ref="ae368fa53eff56c115cb862a5bae1c7bc" args="(const std::vector< Spread > &spreads)" -->
<a class="el" href="class_quant_lib_1_1_overnight_leg.html">OvernightLeg</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::OvernightLeg::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 overnight 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>
|
