IborLeg Class Reference

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

#include <ql/cashflows/iborcoupon.hpp>

Public Member Functions
	IborLeg (Schedule schedule, ext::shared_ptr< IborIndex > index)
IborLeg &	withNotionals (Real notional)
IborLeg &	withNotionals (const std::vector< Real > &notionals)
IborLeg &	withPaymentDayCounter (const DayCounter &)
IborLeg &	withPaymentAdjustment (BusinessDayConvention)
IborLeg &	withPaymentLag (Integer lag)
IborLeg &	withPaymentCalendar (const Calendar &)
IborLeg &	withFixingDays (Natural fixingDays)
IborLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
IborLeg &	withGearings (Real gearing)
IborLeg &	withGearings (const std::vector< Real > &gearings)
IborLeg &	withSpreads (Spread spread)
IborLeg &	withSpreads (const std::vector< Spread > &spreads)
IborLeg &	withCaps (Rate cap)
IborLeg &	withCaps (const std::vector< Rate > &caps)
IborLeg &	withFloors (Rate floor)
IborLeg &	withFloors (const std::vector< Rate > &floors)
IborLeg &	inArrears (bool flag=true)
IborLeg &	withZeroPayments (bool flag=true)
IborLeg &	withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
IborLeg &	withIndexedCoupons (ext::optional< bool > b=true)
IborLeg &	withAtParCoupons (bool b=true)
	operator Leg () const

Detailed Description

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