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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.41
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helper class for instantiating CMS More...
#include <ql/instruments/makecms.hpp>
Public Member Functions | |
| MakeCms (const Period &swapTenor, const ext::shared_ptr< SwapIndex > &swapIndex, const ext::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) | |
| MakeCms (const Period &swapTenor, const ext::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) | |
| operator Swap () const | |
| operator ext::shared_ptr< Swap > () const | |
| MakeCms & | receiveCms (bool flag=true) |
| MakeCms & | withNominal (Real n) |
| MakeCms & | withEffectiveDate (const Date &) |
| MakeCms & | withCmsLegTenor (const Period &t) |
| MakeCms & | withCmsLegCalendar (const Calendar &cal) |
| MakeCms & | withCmsLegConvention (BusinessDayConvention bdc) |
| MakeCms & | withCmsLegTerminationDateConvention (BusinessDayConvention) |
| MakeCms & | withCmsLegRule (DateGeneration::Rule r) |
| MakeCms & | withCmsLegEndOfMonth (bool flag=true) |
| MakeCms & | withCmsLegFirstDate (const Date &d) |
| MakeCms & | withCmsLegNextToLastDate (const Date &d) |
| MakeCms & | withCmsLegDayCount (const DayCounter &dc) |
| MakeCms & | withFloatingLegTenor (const Period &t) |
| MakeCms & | withFloatingLegCalendar (const Calendar &cal) |
| MakeCms & | withFloatingLegConvention (BusinessDayConvention bdc) |
| MakeCms & | withFloatingLegTerminationDateConvention (BusinessDayConvention bdc) |
| MakeCms & | withFloatingLegRule (DateGeneration::Rule r) |
| MakeCms & | withFloatingLegEndOfMonth (bool flag=true) |
| MakeCms & | withFloatingLegFirstDate (const Date &d) |
| MakeCms & | withFloatingLegNextToLastDate (const Date &d) |
| MakeCms & | withFloatingLegDayCount (const DayCounter &dc) |
| MakeCms & | withAtmSpread (bool flag=true) |
| MakeCms & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure) |
| MakeCms & | withCmsCouponPricer (const ext::shared_ptr< CmsCouponPricer > &couponPricer) |
helper class for instantiating CMS
This class provides a more comfortable way to instantiate standard market constant maturity swap.