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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a></li> </ul>
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<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_digital_cms_leg-members.html">List of all members</a> </div>
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<div class="title">DigitalCmsLeg Class Reference</div> </div>
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<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>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a06fa938403bd6cafe4a03d70e23bec44"><td class="memItemLeft" align="right" valign="top"><a id="a06fa938403bd6cafe4a03d70e23bec44"></a>
 </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 ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &index)</td></tr>
<tr class="separator:a06fa938403bd6cafe4a03d70e23bec44"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a462a5b39dfde286317f0075143c4530b"><td class="memItemLeft" align="right" valign="top"><a id="a462a5b39dfde286317f0075143c4530b"></a>
<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 class="separator:a462a5b39dfde286317f0075143c4530b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a849da33ecb6b0f4123be61fb59bf16dc"><td class="memItemLeft" align="right" valign="top"><a id="a849da33ecb6b0f4123be61fb59bf16dc"></a>
<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 class="separator:a849da33ecb6b0f4123be61fb59bf16dc"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1f841210c3b1955a08c8916faa456b88"><td class="memItemLeft" align="right" valign="top"><a id="a1f841210c3b1955a08c8916faa456b88"></a>
<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 class="separator:a1f841210c3b1955a08c8916faa456b88"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae4f79815c80b55f3db0cdf9f118f1cad"><td class="memItemLeft" align="right" valign="top"><a id="ae4f79815c80b55f3db0cdf9f118f1cad"></a>
<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 class="separator:ae4f79815c80b55f3db0cdf9f118f1cad"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4d2ba96c0f5281f0737569f3a8910096"><td class="memItemLeft" align="right" valign="top"><a id="a4d2ba96c0f5281f0737569f3a8910096"></a>
<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 class="separator:a4d2ba96c0f5281f0737569f3a8910096"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a88f7555b31114da432a5f9f3faab2e6e"><td class="memItemLeft" align="right" valign="top"><a id="a88f7555b31114da432a5f9f3faab2e6e"></a>
<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 class="separator:a88f7555b31114da432a5f9f3faab2e6e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac0d7cd5da75156cf4aa623b0cab2c4c4"><td class="memItemLeft" align="right" valign="top"><a id="ac0d7cd5da75156cf4aa623b0cab2c4c4"></a>
<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 class="separator:ac0d7cd5da75156cf4aa623b0cab2c4c4"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a29589cae121d3a46e73a7d4cb517c7a0"><td class="memItemLeft" align="right" valign="top"><a id="a29589cae121d3a46e73a7d4cb517c7a0"></a>
<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 class="separator:a29589cae121d3a46e73a7d4cb517c7a0"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad7382252f5c4f22f1cba20bbc707c108"><td class="memItemLeft" align="right" valign="top"><a id="ad7382252f5c4f22f1cba20bbc707c108"></a>
<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 class="separator:ad7382252f5c4f22f1cba20bbc707c108"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a037fcf2259da2796366cf33f17bb3794"><td class="memItemLeft" align="right" valign="top"><a id="a037fcf2259da2796366cf33f17bb3794"></a>
<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 class="separator:a037fcf2259da2796366cf33f17bb3794"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a981b3cddc159c0a2dda8b629afe6602f"><td class="memItemLeft" align="right" valign="top"><a id="a981b3cddc159c0a2dda8b629afe6602f"></a>
<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 class="separator:a981b3cddc159c0a2dda8b629afe6602f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a971b451a6768e0d2d1dca1c9148a8786"><td class="memItemLeft" align="right" valign="top"><a id="a971b451a6768e0d2d1dca1c9148a8786"></a>
<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 class="separator:a971b451a6768e0d2d1dca1c9148a8786"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4032dd47e1e991c5034e0b19a57a2172"><td class="memItemLeft" align="right" valign="top"><a id="a4032dd47e1e991c5034e0b19a57a2172"></a>
<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 class="separator:a4032dd47e1e991c5034e0b19a57a2172"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9e5e790d9e233e66be3c27b8c6bc548b"><td class="memItemLeft" align="right" valign="top"><a id="a9e5e790d9e233e66be3c27b8c6bc548b"></a>
<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 class="separator:a9e5e790d9e233e66be3c27b8c6bc548b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a23a9a1bf861c4d0711aad4300f61cf10"><td class="memItemLeft" align="right" valign="top"><a id="a23a9a1bf861c4d0711aad4300f61cf10"></a>
<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 class="separator:a23a9a1bf861c4d0711aad4300f61cf10"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab52b3f01181a28f53ea5753ae1fac670"><td class="memItemLeft" align="right" valign="top"><a id="ab52b3f01181a28f53ea5753ae1fac670"></a>
<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 class="separator:ab52b3f01181a28f53ea5753ae1fac670"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afdad13e13590b45fd66d835483132075"><td class="memItemLeft" align="right" valign="top"><a id="afdad13e13590b45fd66d835483132075"></a>
<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 class="separator:afdad13e13590b45fd66d835483132075"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa642aedf68b7a27999cb046a9f5caa10"><td class="memItemLeft" align="right" valign="top"><a id="aa642aedf68b7a27999cb046a9f5caa10"></a>
<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 class="separator:aa642aedf68b7a27999cb046a9f5caa10"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a18b38448e6e104b75195cf661ffa3abe"><td class="memItemLeft" align="right" valign="top"><a id="a18b38448e6e104b75195cf661ffa3abe"></a>
<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 class="separator:a18b38448e6e104b75195cf661ffa3abe"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6156ce68640cde1f80be7d4f60132f8f"><td class="memItemLeft" align="right" valign="top"><a id="a6156ce68640cde1f80be7d4f60132f8f"></a>
<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 class="separator:a6156ce68640cde1f80be7d4f60132f8f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0978a2bfbfdd24c9a3273abfe6841639"><td class="memItemLeft" align="right" valign="top"><a id="a0978a2bfbfdd24c9a3273abfe6841639"></a>
<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 class="separator:a0978a2bfbfdd24c9a3273abfe6841639"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa7b28551343e1c199e7c6c2f72a4773d"><td class="memItemLeft" align="right" valign="top"><a id="aa7b28551343e1c199e7c6c2f72a4773d"></a>
<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 class="separator:aa7b28551343e1c199e7c6c2f72a4773d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad8094803b11cd4b9b9c1401767492697"><td class="memItemLeft" align="right" valign="top"><a id="ad8094803b11cd4b9b9c1401767492697"></a>
<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 class="separator:ad8094803b11cd4b9b9c1401767492697"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5286a2c54c5259f62ff2493ba8a2ed85"><td class="memItemLeft" align="right" valign="top"><a id="a5286a2c54c5259f62ff2493ba8a2ed85"></a>
<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 ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(new DigitalReplication))</td></tr>
<tr class="separator:a5286a2c54c5259f62ff2493ba8a2ed85"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a15a58df07c9a3340ee670e69212ad0d9"><td class="memItemLeft" align="right" valign="top"><a id="a15a58df07c9a3340ee670e69212ad0d9"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_leg.html">DigitalCmsLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNakedOption</b> (bool nakedOption=true)</td></tr>
<tr class="separator:a15a58df07c9a3340ee670e69212ad0d9"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa1fc7cb438a65f99804501057f9e3997"><td class="memItemLeft" align="right" valign="top"><a id="aa1fc7cb438a65f99804501057f9e3997"></a>
 </td><td class="memItemRight" valign="bottom"><b>operator Leg</b> () const</td></tr>
<tr class="separator:aa1fc7cb438a65f99804501057f9e3997"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>helper class building a sequence of digital ibor-rate coupons </p>
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