RangeAccrualLeg Class Reference

helper class building a sequence of range-accrual floating-rate coupons More...

#include <ql/cashflows/rangeaccrual.hpp>

Public Member Functions
	RangeAccrualLeg (Schedule schedule, ext::shared_ptr< IborIndex > index)
RangeAccrualLeg &	withNotionals (Real notional)
RangeAccrualLeg &	withNotionals (const std::vector< Real > &notionals)
RangeAccrualLeg &	withPaymentDayCounter (const DayCounter &)
RangeAccrualLeg &	withPaymentAdjustment (BusinessDayConvention)
RangeAccrualLeg &	withFixingDays (Natural fixingDays)
RangeAccrualLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
RangeAccrualLeg &	withGearings (Real gearing)
RangeAccrualLeg &	withGearings (const std::vector< Real > &gearings)
RangeAccrualLeg &	withSpreads (Spread spread)
RangeAccrualLeg &	withSpreads (const std::vector< Spread > &spreads)
RangeAccrualLeg &	withLowerTriggers (Rate trigger)
RangeAccrualLeg &	withLowerTriggers (const std::vector< Rate > &triggers)
RangeAccrualLeg &	withUpperTriggers (Rate trigger)
RangeAccrualLeg &	withUpperTriggers (const std::vector< Rate > &triggers)
RangeAccrualLeg &	withObservationTenor (const Period &)
RangeAccrualLeg &	withObservationConvention (BusinessDayConvention)
	operator Leg () const

Detailed Description

helper class building a sequence of range-accrual floating-rate coupons