QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.41
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FixedRateLeg Class Reference

helper class building a sequence of fixed rate coupons More...

#include <ql/cashflows/fixedratecoupon.hpp>

Public Member Functions

 FixedRateLeg (Schedule schedule)
FixedRateLeg & withNotionals (Real)
FixedRateLeg & withNotionals (const std::vector< Real > &)
FixedRateLeg & withCouponRates (Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
FixedRateLeg & withCouponRates (const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
FixedRateLeg & withCouponRates (const InterestRate &)
FixedRateLeg & withCouponRates (const std::vector< InterestRate > &)
FixedRateLeg & withPaymentAdjustment (BusinessDayConvention)
FixedRateLeg & withFirstPeriodDayCounter (const DayCounter &)
FixedRateLeg & withLastPeriodDayCounter (const DayCounter &)
FixedRateLeg & withPaymentCalendar (const Calendar &)
FixedRateLeg & withPaymentLag (Integer lag)
FixedRateLeg & withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
 operator Leg () const

Detailed Description

helper class building a sequence of fixed rate coupons