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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_make_cms.html">MakeCms</a></li> </ul>
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<div class="header">
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<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_make_cms-members.html">List of all members</a> </div>
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<div class="title">MakeCms Class Reference</div> </div>
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<p>helper class for instantiating CMS
<a href="class_quant_lib_1_1_make_cms.html#details">More...</a></p>
<p><code>#include <ql/instruments/makecms.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:ac23079fff8788478a6e23ba5846883ce"><td class="memItemLeft" align="right" valign="top"><a id="ac23079fff8788478a6e23ba5846883ce"></a>
 </td><td class="memItemRight" valign="bottom"><b>MakeCms</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIndex, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> iborSpread=0.0, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &forwardStart=0 *Days)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>MakeCms</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &swapTenor, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIndex, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> iborSpread=0.0, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &forwardStart=0 *Days)</td></tr>
<tr class="separator:ac6f5890d20bb1530d6bfd1bff7b4b2bb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a44dbbb6fbe1b9bb3c05d40df1321708b"><td class="memItemLeft" align="right" valign="top"><a id="a44dbbb6fbe1b9bb3c05d40df1321708b"></a>
 </td><td class="memItemRight" valign="bottom"><b>operator Swap</b> () const</td></tr>
<tr class="separator:a44dbbb6fbe1b9bb3c05d40df1321708b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a59eee7070b6fd94f49abb45deac97a6f"><td class="memItemLeft" align="right" valign="top"><a id="a59eee7070b6fd94f49abb45deac97a6f"></a>
 </td><td class="memItemRight" valign="bottom"><b>operator ext::shared_ptr< Swap ></b> () const</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>receiveCms</b> (bool flag=true)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withNominal</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> n)</td></tr>
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<tr class="memitem:a11915b9c508bb8e88b00a744e82b2f51"><td class="memItemLeft" align="right" valign="top"><a id="a11915b9c508bb8e88b00a744e82b2f51"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withEffectiveDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegTenor</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &t)</td></tr>
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<tr class="memitem:a5cd26d419ef5cd1cb7460bcc0e757226"><td class="memItemLeft" align="right" valign="top"><a id="a5cd26d419ef5cd1cb7460bcc0e757226"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegCalendar</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegConvention</b> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegTerminationDateConvention</b> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegRule</b> (<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> r)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegEndOfMonth</b> (bool flag=true)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegFirstDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegNextToLastDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsLegDayCount</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</td></tr>
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<tr class="memitem:aa39eec8e08d6dfdd6379e367c0d83d72"><td class="memItemLeft" align="right" valign="top"><a id="aa39eec8e08d6dfdd6379e367c0d83d72"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegTenor</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &t)</td></tr>
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<tr class="memitem:a44d17e40c70f63f9432dd001dc0f7312"><td class="memItemLeft" align="right" valign="top"><a id="a44d17e40c70f63f9432dd001dc0f7312"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegCalendar</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal)</td></tr>
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<tr class="memitem:a5c18064997ea1476e6b403c9653bc92a"><td class="memItemLeft" align="right" valign="top"><a id="a5c18064997ea1476e6b403c9653bc92a"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegConvention</b> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc)</td></tr>
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<tr class="memitem:ac983f2ea03c1d729cc1f3c1cd84b8358"><td class="memItemLeft" align="right" valign="top"><a id="ac983f2ea03c1d729cc1f3c1cd84b8358"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegTerminationDateConvention</b> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegRule</b> (<a class="el" href="struct_quant_lib_1_1_date_generation.html#a11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> r)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegEndOfMonth</b> (bool flag=true)</td></tr>
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<tr class="memitem:ab88c7e4f80ccf3739f8b6704f6f93300"><td class="memItemLeft" align="right" valign="top"><a id="ab88c7e4f80ccf3739f8b6704f6f93300"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegFirstDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegNextToLastDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withFloatingLegDayCount</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</td></tr>
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<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withAtmSpread</b> (bool flag=true)</td></tr>
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<tr class="memitem:ac65c5a07ac7e03607acd9da8cf67d938"><td class="memItemLeft" align="right" valign="top"><a id="ac65c5a07ac7e03607acd9da8cf67d938"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withDiscountingTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discountingTermStructure)</td></tr>
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<tr class="memitem:aa7738554ff4d5d4b62720828eece60ce"><td class="memItemLeft" align="right" valign="top"><a id="aa7738554ff4d5d4b62720828eece60ce"></a>
<a class="el" href="class_quant_lib_1_1_make_cms.html">MakeCms</a> & </td><td class="memItemRight" valign="bottom"><b>withCmsCouponPricer</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a> > &couponPricer)</td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>helper class for instantiating CMS </p>
<p>This class provides a more comfortable way to instantiate standard market constant maturity swap. </p>
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