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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_ibor_leg.html">IborLeg</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_ibor_leg-members.html">List of all members</a> </div>
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<div class="title">IborLeg Class Reference</div> </div>
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<p>helper class building a sequence of capped/floored ibor-rate coupons
<a href="class_quant_lib_1_1_ibor_leg.html#details">More...</a></p>
<p><code>#include <ql/cashflows/iborcoupon.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:ac55f853251ff9ef18028c994323633fe"><td class="memItemLeft" align="right" valign="top"><a id="ac55f853251ff9ef18028c994323633fe"></a>
 </td><td class="memItemRight" valign="bottom"><b>IborLeg</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_ibor_index.html">IborIndex</a> > &index)</td></tr>
<tr class="separator:ac55f853251ff9ef18028c994323633fe"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:add24840d04f27e2fd4c6d40956d28faa"><td class="memItemLeft" align="right" valign="top"><a id="add24840d04f27e2fd4c6d40956d28faa"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:add24840d04f27e2fd4c6d40956d28faa"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8cba56ed8d062d05e84a38ba3c40168e"><td class="memItemLeft" align="right" valign="top"><a id="a8cba56ed8d062d05e84a38ba3c40168e"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:a8cba56ed8d062d05e84a38ba3c40168e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1a793c73034974d7abe0e12a78605851"><td class="memItemLeft" align="right" valign="top"><a id="a1a793c73034974d7abe0e12a78605851"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:a1a793c73034974d7abe0e12a78605851"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad71c8b36f2be2b4a1c6c5c770076e077"><td class="memItemLeft" align="right" valign="top"><a id="ad71c8b36f2be2b4a1c6c5c770076e077"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:ad71c8b36f2be2b4a1c6c5c770076e077"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a900587c9121bbfbfa5b1a10a1b903ea2"><td class="memItemLeft" align="right" valign="top"><a id="a900587c9121bbfbfa5b1a10a1b903ea2"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentLag</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> lag)</td></tr>
<tr class="separator:a900587c9121bbfbfa5b1a10a1b903ea2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a18d9381c34281129068da3eee13a33f3"><td class="memItemLeft" align="right" valign="top"><a id="a18d9381c34281129068da3eee13a33f3"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentCalendar</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &)</td></tr>
<tr class="separator:a18d9381c34281129068da3eee13a33f3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9b64fcdda8a8dcfcfca532011355c442"><td class="memItemLeft" align="right" valign="top"><a id="a9b64fcdda8a8dcfcfca532011355c442"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:a9b64fcdda8a8dcfcfca532011355c442"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abc7b6b402d25f30352c9e0bbc6f7c1a1"><td class="memItemLeft" align="right" valign="top"><a id="abc7b6b402d25f30352c9e0bbc6f7c1a1"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:abc7b6b402d25f30352c9e0bbc6f7c1a1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8d5379726f3d97ac3fb2c46d06bd8c1b"><td class="memItemLeft" align="right" valign="top"><a id="a8d5379726f3d97ac3fb2c46d06bd8c1b"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:a8d5379726f3d97ac3fb2c46d06bd8c1b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab7fd09eb417fb2311e777c1e460a6e9f"><td class="memItemLeft" align="right" valign="top"><a id="ab7fd09eb417fb2311e777c1e460a6e9f"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:ab7fd09eb417fb2311e777c1e460a6e9f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7ca60bbb23aaaf1dc46bf4014cf7db01"><td class="memItemLeft" align="right" valign="top"><a id="a7ca60bbb23aaaf1dc46bf4014cf7db01"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:a7ca60bbb23aaaf1dc46bf4014cf7db01"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6e34296d9ea8dcfcd5afce813e28ac62"><td class="memItemLeft" align="right" valign="top"><a id="a6e34296d9ea8dcfcd5afce813e28ac62"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</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:a6e34296d9ea8dcfcd5afce813e28ac62"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:addc7a10f7d40bc929b0b67f2baf565ab"><td class="memItemLeft" align="right" valign="top"><a id="addc7a10f7d40bc929b0b67f2baf565ab"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCaps</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> cap)</td></tr>
<tr class="separator:addc7a10f7d40bc929b0b67f2baf565ab"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a346332a62d8e0c709e6920cd79a00441"><td class="memItemLeft" align="right" valign="top"><a id="a346332a62d8e0c709e6920cd79a00441"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCaps</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &caps)</td></tr>
<tr class="separator:a346332a62d8e0c709e6920cd79a00441"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2dc08202c7a51f4cfad3f3b1dd5c037c"><td class="memItemLeft" align="right" valign="top"><a id="a2dc08202c7a51f4cfad3f3b1dd5c037c"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFloors</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> floor)</td></tr>
<tr class="separator:a2dc08202c7a51f4cfad3f3b1dd5c037c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a590017df32383f4c2771e8f9f388e041"><td class="memItemLeft" align="right" valign="top"><a id="a590017df32383f4c2771e8f9f388e041"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFloors</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &floors)</td></tr>
<tr class="separator:a590017df32383f4c2771e8f9f388e041"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a61a04291b06fc0568c5132e5cfd41e87"><td class="memItemLeft" align="right" valign="top"><a id="a61a04291b06fc0568c5132e5cfd41e87"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>inArrears</b> (bool flag=true)</td></tr>
<tr class="separator:a61a04291b06fc0568c5132e5cfd41e87"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6baa3c23463288ba4e073635e8cbbec"><td class="memItemLeft" align="right" valign="top"><a id="aa6baa3c23463288ba4e073635e8cbbec"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withZeroPayments</b> (bool flag=true)</td></tr>
<tr class="separator:aa6baa3c23463288ba4e073635e8cbbec"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a61a51727f8ca0d92bcbe2a4a07abfb95"><td class="memItemLeft" align="right" valign="top"><a id="a61a51727f8ca0d92bcbe2a4a07abfb95"></a>
<a class="el" href="class_quant_lib_1_1_ibor_leg.html">IborLeg</a> & </td><td class="memItemRight" valign="bottom"><b>withExCouponPeriod</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>, bool endOfMonth=false)</td></tr>
<tr class="separator:a61a51727f8ca0d92bcbe2a4a07abfb95"><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>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>helper class building a sequence of capped/floored ibor-rate coupons </p>
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