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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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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_spread_leg.html">DigitalCmsSpreadLeg</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_spread_leg-members.html">List of all members</a> </div>
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<div class="title">DigitalCmsSpreadLeg 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_spread_leg.html#details">More...</a></p>
<p><code>#include <ql/experimental/coupons/digitalcmsspreadcoupon.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:aa3a568d552ae26744aa92c97230249a7"><td class="memItemLeft" align="right" valign="top"><a id="aa3a568d552ae26744aa92c97230249a7"></a>
 </td><td class="memItemRight" valign="bottom"><b>DigitalCmsSpreadLeg</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_spread_index.html">SwapSpreadIndex</a> > &index)</td></tr>
<tr class="separator:aa3a568d552ae26744aa92c97230249a7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a38bf099492ba32a41373b24ef1e2de19"><td class="memItemLeft" align="right" valign="top"><a id="a38bf099492ba32a41373b24ef1e2de19"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a38bf099492ba32a41373b24ef1e2de19"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a82453b3f357fd0a3319fb8e07a9d024e"><td class="memItemLeft" align="right" valign="top"><a id="a82453b3f357fd0a3319fb8e07a9d024e"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a82453b3f357fd0a3319fb8e07a9d024e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5c84786b63de8e135d70ce16fa908e63"><td class="memItemLeft" align="right" valign="top"><a id="a5c84786b63de8e135d70ce16fa908e63"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a5c84786b63de8e135d70ce16fa908e63"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8f1b4d870d3e7843e72c598aafb4add5"><td class="memItemLeft" align="right" valign="top"><a id="a8f1b4d870d3e7843e72c598aafb4add5"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a8f1b4d870d3e7843e72c598aafb4add5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae7dbc1831de4589fdb621b594bfcfda3"><td class="memItemLeft" align="right" valign="top"><a id="ae7dbc1831de4589fdb621b594bfcfda3"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:ae7dbc1831de4589fdb621b594bfcfda3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab2b5d5f46b7425b897fcc96acb6ae44d"><td class="memItemLeft" align="right" valign="top"><a id="ab2b5d5f46b7425b897fcc96acb6ae44d"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:ab2b5d5f46b7425b897fcc96acb6ae44d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5867ea9b62e47678b4514580c408cb40"><td class="memItemLeft" align="right" valign="top"><a id="a5867ea9b62e47678b4514580c408cb40"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a5867ea9b62e47678b4514580c408cb40"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a36c752a42d03ad03ec2bf89ed8cbcddd"><td class="memItemLeft" align="right" valign="top"><a id="a36c752a42d03ad03ec2bf89ed8cbcddd"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a36c752a42d03ad03ec2bf89ed8cbcddd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af3d6bd1becc2209ef59ac496a4f44e49"><td class="memItemLeft" align="right" valign="top"><a id="af3d6bd1becc2209ef59ac496a4f44e49"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:af3d6bd1becc2209ef59ac496a4f44e49"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8bee850511675d2d7064dcf45ad03912"><td class="memItemLeft" align="right" valign="top"><a id="a8bee850511675d2d7064dcf45ad03912"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a8bee850511675d2d7064dcf45ad03912"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5d937db6360fbf2c1c673f621eb6515d"><td class="memItemLeft" align="right" valign="top"><a id="a5d937db6360fbf2c1c673f621eb6515d"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a> & </td><td class="memItemRight" valign="bottom"><b>inArrears</b> (bool flag=true)</td></tr>
<tr class="separator:a5d937db6360fbf2c1c673f621eb6515d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a321562527a6654fbc9a9965e02f985a5"><td class="memItemLeft" align="right" valign="top"><a id="a321562527a6654fbc9a9965e02f985a5"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a321562527a6654fbc9a9965e02f985a5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2ef1e9e998a1ba4c0bb02084f6ab2093"><td class="memItemLeft" align="right" valign="top"><a id="a2ef1e9e998a1ba4c0bb02084f6ab2093"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a2ef1e9e998a1ba4c0bb02084f6ab2093"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad21aa129e43c863f6291d15f2cf91b3e"><td class="memItemLeft" align="right" valign="top"><a id="ad21aa129e43c863f6291d15f2cf91b3e"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withLongCallOption</b> (Position::Type)</td></tr>
<tr class="separator:ad21aa129e43c863f6291d15f2cf91b3e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2ca873679341219cbc1dd9c369fde7f3"><td class="memItemLeft" align="right" valign="top"><a id="a2ca873679341219cbc1dd9c369fde7f3"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCallATM</b> (bool flag=true)</td></tr>
<tr class="separator:a2ca873679341219cbc1dd9c369fde7f3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afc2a7e1cc5c3256d60282f84dbc02c0e"><td class="memItemLeft" align="right" valign="top"><a id="afc2a7e1cc5c3256d60282f84dbc02c0e"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:afc2a7e1cc5c3256d60282f84dbc02c0e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5720f276ec4b3b38260d60f9d4b757fb"><td class="memItemLeft" align="right" valign="top"><a id="a5720f276ec4b3b38260d60f9d4b757fb"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a5720f276ec4b3b38260d60f9d4b757fb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a855235668a1c2c7981ab606a82a57031"><td class="memItemLeft" align="right" valign="top"><a id="a855235668a1c2c7981ab606a82a57031"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a855235668a1c2c7981ab606a82a57031"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a64235f1b70d58c23ddfb38a884a71214"><td class="memItemLeft" align="right" valign="top"><a id="a64235f1b70d58c23ddfb38a884a71214"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a64235f1b70d58c23ddfb38a884a71214"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afdda47d41eca3d319a08534cf5e3ddb9"><td class="memItemLeft" align="right" valign="top"><a id="afdda47d41eca3d319a08534cf5e3ddb9"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withLongPutOption</b> (Position::Type)</td></tr>
<tr class="separator:afdda47d41eca3d319a08534cf5e3ddb9"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a84325893448e6626f4672df3df3ffb33"><td class="memItemLeft" align="right" valign="top"><a id="a84325893448e6626f4672df3df3ffb33"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPutATM</b> (bool flag=true)</td></tr>
<tr class="separator:a84325893448e6626f4672df3df3ffb33"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9209b5979f7e5192c6665280a51e2174"><td class="memItemLeft" align="right" valign="top"><a id="a9209b5979f7e5192c6665280a51e2174"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a9209b5979f7e5192c6665280a51e2174"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1dfb28c5bcc6b773c0adbfdfee4eb68c"><td class="memItemLeft" align="right" valign="top"><a id="a1dfb28c5bcc6b773c0adbfdfee4eb68c"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</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:a1dfb28c5bcc6b773c0adbfdfee4eb68c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a94f09cd1087589db2ef4645e53af70d7"><td class="memItemLeft" align="right" valign="top"><a id="a94f09cd1087589db2ef4645e53af70d7"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withReplication</b> (const ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(new DigitalReplication))</td></tr>
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<tr class="memitem:a8f4a56ae11ced72df734f7a3d9f4442a"><td class="memItemLeft" align="right" valign="top"><a id="a8f4a56ae11ced72df734f7a3d9f4442a"></a>
<a class="el" href="class_quant_lib_1_1_digital_cms_spread_leg.html">DigitalCmsSpreadLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNakedOption</b> (bool nakedOption=true)</td></tr>
<tr class="separator:a8f4a56ae11ced72df734f7a3d9f4442a"><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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