MultipleResetsLeg Class Reference

helper class building a sequence of multiple-reset coupons More...

#include <ql/cashflows/multipleresetscoupon.hpp>

Public Member Functions
	MultipleResetsLeg (Schedule fullResetSchedule, ext::shared_ptr< IborIndex > index, Size resetsPerCoupon)
MultipleResetsLeg &	withNotionals (Real notional)
MultipleResetsLeg &	withNotionals (const std::vector< Real > &notionals)
MultipleResetsLeg &	withPaymentDayCounter (const DayCounter &)
MultipleResetsLeg &	withPaymentAdjustment (BusinessDayConvention)
MultipleResetsLeg &	withPaymentCalendar (const Calendar &)
MultipleResetsLeg &	withPaymentLag (Integer lag)
MultipleResetsLeg &	withFixingDays (Natural fixingDays)
MultipleResetsLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
MultipleResetsLeg &	withGearings (Real gearing)
MultipleResetsLeg &	withGearings (const std::vector< Real > &gearings)
MultipleResetsLeg &	withCouponSpreads (Spread spread)
MultipleResetsLeg &	withCouponSpreads (const std::vector< Spread > &spreads)
MultipleResetsLeg &	withRateSpreads (Spread spread)
MultipleResetsLeg &	withRateSpreads (const std::vector< Spread > &spreads)
MultipleResetsLeg &	withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
MultipleResetsLeg &	withAveragingMethod (RateAveraging::Type averagingMethod)
	operator Leg () const

Detailed Description

helper class building a sequence of multiple-reset coupons

Constructor & Destructor Documentation

MultipleResetsLeg()

MultipleResetsLeg	(	Schedule	fullResetSchedule,
		ext::shared_ptr< IborIndex >	index,
		Size	resetsPerCoupon )

Parameters

fullResetSchedule	the full schedule specifying reset periods for all coupons.
index	the index whose fixings will be used; it should have the same tenor as the resets.
resetsPerCoupon	the number of resets for each coupon; the number of periods in the schedule should be divided exactly by this number.