|
QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
|
helper class More...
#include <ql/instruments/makevanillaswap.hpp>
Public Member Functions | |
| MakeVanillaSwap (const Period &swapTenor, const ext::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) | |
| operator VanillaSwap () const | |
| operator ext::shared_ptr< VanillaSwap > () const | |
| MakeVanillaSwap & | receiveFixed (bool flag=true) |
| MakeVanillaSwap & | withType (Swap::Type type) |
| MakeVanillaSwap & | withNominal (Real n) |
| MakeVanillaSwap & | withSettlementDays (Natural settlementDays) |
| MakeVanillaSwap & | withEffectiveDate (const Date &) |
| MakeVanillaSwap & | withTerminationDate (const Date &) |
| MakeVanillaSwap & | withRule (DateGeneration::Rule r) |
| MakeVanillaSwap & | withPaymentConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFixedLegTenor (const Period &t) |
| MakeVanillaSwap & | withFixedLegCalendar (const Calendar &cal) |
| MakeVanillaSwap & | withFixedLegConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFixedLegTerminationDateConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFixedLegRule (DateGeneration::Rule r) |
| MakeVanillaSwap & | withFixedLegEndOfMonth (bool flag=true) |
| MakeVanillaSwap & | withFixedLegFirstDate (const Date &d) |
| MakeVanillaSwap & | withFixedLegNextToLastDate (const Date &d) |
| MakeVanillaSwap & | withFixedLegDayCount (const DayCounter &dc) |
| MakeVanillaSwap & | withFloatingLegTenor (const Period &t) |
| MakeVanillaSwap & | withFloatingLegCalendar (const Calendar &cal) |
| MakeVanillaSwap & | withFloatingLegConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFloatingLegTerminationDateConvention (BusinessDayConvention bdc) |
| MakeVanillaSwap & | withFloatingLegRule (DateGeneration::Rule r) |
| MakeVanillaSwap & | withFloatingLegEndOfMonth (bool flag=true) |
| MakeVanillaSwap & | withFloatingLegFirstDate (const Date &d) |
| MakeVanillaSwap & | withFloatingLegNextToLastDate (const Date &d) |
| MakeVanillaSwap & | withFloatingLegDayCount (const DayCounter &dc) |
| MakeVanillaSwap & | withFloatingLegSpread (Spread sp) |
| MakeVanillaSwap & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountCurve) |
| MakeVanillaSwap & | withPricingEngine (const ext::shared_ptr< PricingEngine > &engine) |
| MakeVanillaSwap & | withIndexedCoupons (const ext::optional< bool > &b=true) |
| MakeVanillaSwap & | withAtParCoupons (bool b=true) |
helper class
This class provides a more comfortable way to instantiate standard market swap.