OvernightLeg Class Reference

helper class building a sequence of overnight coupons More...

#include <ql/cashflows/overnightindexedcoupon.hpp>

Public Member Functions
	OvernightLeg (Schedule schedule, ext::shared_ptr< OvernightIndex > overnightIndex)
OvernightLeg &	withNotionals (Real notional)
OvernightLeg &	withNotionals (const std::vector< Real > &notionals)
OvernightLeg &	withPaymentDayCounter (const DayCounter &)
OvernightLeg &	withPaymentAdjustment (BusinessDayConvention)
OvernightLeg &	withPaymentCalendar (const Calendar &)
OvernightLeg &	withPaymentLag (Integer lag)
OvernightLeg &	withGearings (Real gearing)
OvernightLeg &	withGearings (const std::vector< Real > &gearings)
OvernightLeg &	withSpreads (Spread spread)
OvernightLeg &	withSpreads (const std::vector< Spread > &spreads)
OvernightLeg &	withTelescopicValueDates (bool telescopicValueDates)
OvernightLeg &	withAveragingMethod (RateAveraging::Type averagingMethod)
OvernightLeg &	withLookbackDays (Natural lookbackDays)
OvernightLeg &	withLockoutDays (Natural lockoutDays)
OvernightLeg &	withObservationShift (bool applyObservationShift=true)
	operator Leg () const

Detailed Description

helper class building a sequence of overnight coupons