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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for SubPeriodsLeg, including all inherited members.
| operator Leg() const (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| SubPeriodsLeg(Schedule schedule, ext::shared_ptr< IborIndex > index) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withAveragingMethod(RateAveraging::Type averagingMethod) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withCouponSpreads(Spread spread) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withCouponSpreads(const std::vector< Spread > &spreads) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withFixingDays(Natural fixingDays) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withFixingDays(const std::vector< Natural > &fixingDays) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withGearings(Real gearing) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withGearings(const std::vector< Real > &gearings) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withNotionals(Real notional) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withNotionals(const std::vector< Real > ¬ionals) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withPaymentAdjustment(BusinessDayConvention) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withPaymentCalendar(const Calendar &) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withPaymentDayCounter(const DayCounter &) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withPaymentLag(Integer lag) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withRateSpreads(Spread spread) (defined in SubPeriodsLeg) | SubPeriodsLeg | |
| withRateSpreads(const std::vector< Spread > &spreads) (defined in SubPeriodsLeg) | SubPeriodsLeg |