yoyInflationLeg Class Reference

Helper class building a sequence of capped/floored yoy inflation coupons. More...

#include <ql/cashflows/yoyinflationcoupon.hpp>

Public Member Functions
	yoyInflationLeg (Schedule schedule, Calendar cal, ext::shared_ptr< YoYInflationIndex > index, const Period &observationLag, CPI::InterpolationType interpolation)
	yoyInflationLeg (Schedule schedule, Calendar cal, ext::shared_ptr< YoYInflationIndex > index, const Period &observationLag)
yoyInflationLeg &	withNotionals (Real notional)
yoyInflationLeg &	withNotionals (const std::vector< Real > &notionals)
yoyInflationLeg &	withPaymentDayCounter (const DayCounter &)
yoyInflationLeg &	withPaymentAdjustment (BusinessDayConvention)
yoyInflationLeg &	withFixingDays (Natural fixingDays)
yoyInflationLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
yoyInflationLeg &	withGearings (Real gearing)
yoyInflationLeg &	withGearings (const std::vector< Real > &gearings)
yoyInflationLeg &	withSpreads (Spread spread)
yoyInflationLeg &	withSpreads (const std::vector< Spread > &spreads)
yoyInflationLeg &	withCaps (Rate cap)
yoyInflationLeg &	withCaps (const std::vector< Rate > &caps)
yoyInflationLeg &	withFloors (Rate floor)
yoyInflationLeg &	withFloors (const std::vector< Rate > &floors)
	operator Leg () const

Detailed Description

Helper class building a sequence of capped/floored yoy inflation coupons.

Constructor & Destructor Documentation

yoyInflationLeg()

yoyInflationLeg	(	Schedule	schedule,
		Calendar	cal,
		ext::shared_ptr< YoYInflationIndex >	index,
		const Period &	observationLag )

Deprecated

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.