CmsSpreadLeg Class Reference

helper class building a sequence of capped/floored cms-spread-rate coupons More...

#include <ql/experimental/coupons/cmsspreadcoupon.hpp>

Public Member Functions
	CmsSpreadLeg (Schedule schedule, ext::shared_ptr< SwapSpreadIndex > swapSpreadIndex)
CmsSpreadLeg &	withNotionals (Real notional)
CmsSpreadLeg &	withNotionals (const std::vector< Real > &notionals)
CmsSpreadLeg &	withPaymentDayCounter (const DayCounter &)
CmsSpreadLeg &	withPaymentAdjustment (BusinessDayConvention)
CmsSpreadLeg &	withFixingDays (Natural fixingDays)
CmsSpreadLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
CmsSpreadLeg &	withGearings (Real gearing)
CmsSpreadLeg &	withGearings (const std::vector< Real > &gearings)
CmsSpreadLeg &	withSpreads (Spread spread)
CmsSpreadLeg &	withSpreads (const std::vector< Spread > &spreads)
CmsSpreadLeg &	withCaps (Rate cap)
CmsSpreadLeg &	withCaps (const std::vector< Rate > &caps)
CmsSpreadLeg &	withFloors (Rate floor)
CmsSpreadLeg &	withFloors (const std::vector< Rate > &floors)
CmsSpreadLeg &	inArrears (bool flag=true)
CmsSpreadLeg &	withZeroPayments (bool flag=true)
	operator Leg () const

Detailed Description

helper class building a sequence of capped/floored cms-spread-rate coupons