DigitalCmsLeg Class Reference

helper class building a sequence of digital ibor-rate coupons More...

#include <ql/cashflows/digitalcmscoupon.hpp>

Public Member Functions
	DigitalCmsLeg (Schedule schedule, ext::shared_ptr< SwapIndex > index)
DigitalCmsLeg &	withNotionals (Real notional)
DigitalCmsLeg &	withNotionals (const std::vector< Real > &notionals)
DigitalCmsLeg &	withPaymentDayCounter (const DayCounter &)
DigitalCmsLeg &	withPaymentAdjustment (BusinessDayConvention)
DigitalCmsLeg &	withFixingDays (Natural fixingDays)
DigitalCmsLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
DigitalCmsLeg &	withGearings (Real gearing)
DigitalCmsLeg &	withGearings (const std::vector< Real > &gearings)
DigitalCmsLeg &	withSpreads (Spread spread)
DigitalCmsLeg &	withSpreads (const std::vector< Spread > &spreads)
DigitalCmsLeg &	inArrears (bool flag=true)
DigitalCmsLeg &	withCallStrikes (Rate strike)
DigitalCmsLeg &	withCallStrikes (const std::vector< Rate > &strikes)
DigitalCmsLeg &	withLongCallOption (Position::Type)
DigitalCmsLeg &	withCallATM (bool flag=true)
DigitalCmsLeg &	withCallPayoffs (Rate payoff)
DigitalCmsLeg &	withCallPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsLeg &	withPutStrikes (Rate strike)
DigitalCmsLeg &	withPutStrikes (const std::vector< Rate > &strikes)
DigitalCmsLeg &	withLongPutOption (Position::Type)
DigitalCmsLeg &	withPutATM (bool flag=true)
DigitalCmsLeg &	withPutPayoffs (Rate payoff)
DigitalCmsLeg &	withPutPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsLeg &	withReplication (const ext::shared_ptr< DigitalReplication > &)
DigitalCmsLeg &	withNakedOption (bool nakedOption=true)
	operator Leg () const

Detailed Description

helper class building a sequence of digital ibor-rate coupons