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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.41
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#include <ql/cashflows/multipleresetscoupon.hpp>
Public Member Functions | |
| SubPeriodsLeg (Schedule schedule, ext::shared_ptr< IborIndex > index) | |
| SubPeriodsLeg & | withNotionals (Real notional) |
| SubPeriodsLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| SubPeriodsLeg & | withPaymentDayCounter (const DayCounter &) |
| SubPeriodsLeg & | withPaymentAdjustment (BusinessDayConvention) |
| SubPeriodsLeg & | withPaymentCalendar (const Calendar &) |
| SubPeriodsLeg & | withPaymentLag (Integer lag) |
| SubPeriodsLeg & | withFixingDays (Natural fixingDays) |
| SubPeriodsLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
| SubPeriodsLeg & | withGearings (Real gearing) |
| SubPeriodsLeg & | withGearings (const std::vector< Real > &gearings) |
| SubPeriodsLeg & | withCouponSpreads (Spread spread) |
| SubPeriodsLeg & | withCouponSpreads (const std::vector< Spread > &spreads) |
| SubPeriodsLeg & | withRateSpreads (Spread spread) |
| SubPeriodsLeg & | withRateSpreads (const std::vector< Spread > &spreads) |
| SubPeriodsLeg & | withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false) |
| SubPeriodsLeg & | withAveragingMethod (RateAveraging::Type averagingMethod) |
| operator Leg () const | |