DigitalIborLeg Class Reference

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

#include <ql/cashflows/digitaliborcoupon.hpp>

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

Detailed Description

helper class building a sequence of digital ibor-rate coupons