SubPeriodsLeg Class Reference

#include <multipleresetscoupon.hpp>

Collaboration diagram for SubPeriodsLeg:

Public Member Functions
	SubPeriodsLeg (Schedule schedule, ext::shared_ptr< IborIndex > index)
SubPeriodsLeg &	withNotionals (Real notional)
SubPeriodsLeg &	withNotionals (const std::vector< Real > &notionals)
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

Private Attributes
Schedule	schedule_
ext::shared_ptr< IborIndex >	index_
std::vector< Real >	notionals_
DayCounter	paymentDayCounter_
Calendar	paymentCalendar_
BusinessDayConvention	paymentAdjustment_ = Following
Integer	paymentLag_ = 0
std::vector< Natural >	fixingDays_
std::vector< Real >	gearings_
std::vector< Spread >	couponSpreads_
std::vector< Spread >	rateSpreads_
RateAveraging::Type	averagingMethod_ = RateAveraging::Compound
Period	exCouponPeriod_
Calendar	exCouponCalendar_
BusinessDayConvention	exCouponAdjustment_ = Unadjusted
bool	exCouponEndOfMonth_ = false

Detailed Description

Deprecated:

Use MultipleResetsLeg instead. Deprecated in version 1.37.

Definition at line 221 of file multipleresetscoupon.hpp.

Constructor & Destructor Documentation

SubPeriodsLeg()

QL_DEPRECATED_DISABLE_WARNING SubPeriodsLeg	(	Schedule	schedule,
		ext::shared_ptr< IborIndex >	index
	)

Definition at line 351 of file multipleresetscoupon.cpp.

Member Function Documentation

withNotionals() [1/2]

SubPeriodsLeg & withNotionals

(

Real

notional

)

Definition at line 356 of file multipleresetscoupon.cpp.

withNotionals() [2/2]

SubPeriodsLeg & withNotionals

(

const std::vector< Real > &

notionals

)

Definition at line 361 of file multipleresetscoupon.cpp.

withPaymentDayCounter()

SubPeriodsLeg & withPaymentDayCounter

(

const DayCounter &

dc

)

Definition at line 366 of file multipleresetscoupon.cpp.

withPaymentAdjustment()

SubPeriodsLeg & withPaymentAdjustment

(

BusinessDayConvention

convention

)

Definition at line 371 of file multipleresetscoupon.cpp.

withPaymentCalendar()

SubPeriodsLeg & withPaymentCalendar

(

const Calendar &

cal

)

Definition at line 376 of file multipleresetscoupon.cpp.

withPaymentLag()

SubPeriodsLeg & withPaymentLag

(

Integer

lag

)

Definition at line 381 of file multipleresetscoupon.cpp.

withFixingDays() [1/2]

SubPeriodsLeg & withFixingDays

(

Natural

fixingDays

)

Definition at line 386 of file multipleresetscoupon.cpp.

withFixingDays() [2/2]

SubPeriodsLeg & withFixingDays

(

const std::vector< Natural > &

fixingDays

)

Definition at line 391 of file multipleresetscoupon.cpp.

withGearings() [1/2]

SubPeriodsLeg & withGearings

(

Real

gearing

)

Definition at line 396 of file multipleresetscoupon.cpp.

withGearings() [2/2]

SubPeriodsLeg & withGearings

(

const std::vector< Real > &

gearings

)

Definition at line 401 of file multipleresetscoupon.cpp.

withCouponSpreads() [1/2]

SubPeriodsLeg & withCouponSpreads

(

Spread

spread

)

Definition at line 406 of file multipleresetscoupon.cpp.

withCouponSpreads() [2/2]

SubPeriodsLeg & withCouponSpreads

(

const std::vector< Spread > &

spreads

)

Definition at line 411 of file multipleresetscoupon.cpp.

withRateSpreads() [1/2]

SubPeriodsLeg & withRateSpreads

(

Spread

spread

)

Definition at line 416 of file multipleresetscoupon.cpp.

withRateSpreads() [2/2]

SubPeriodsLeg & withRateSpreads

(

const std::vector< Spread > &

spreads

)

Definition at line 421 of file multipleresetscoupon.cpp.

withExCouponPeriod()

SubPeriodsLeg & withExCouponPeriod	(	const Period &	period,
		const Calendar &	cal,
		BusinessDayConvention	convention,
		bool	endOfMonth = false
	)

Definition at line 431 of file multipleresetscoupon.cpp.

withAveragingMethod()

SubPeriodsLeg & withAveragingMethod

(

RateAveraging::Type

averagingMethod

)

Definition at line 426 of file multipleresetscoupon.cpp.

operator Leg()

operator Leg

(

)

const

Definition at line 442 of file multipleresetscoupon.cpp.

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Member Data Documentation

schedule_

Schedule schedule_

private

Definition at line 246 of file multipleresetscoupon.hpp.

index_

ext::shared_ptr<IborIndex> index_

private

Definition at line 247 of file multipleresetscoupon.hpp.

notionals_

std::vector<Real> notionals_

private

Definition at line 248 of file multipleresetscoupon.hpp.

paymentDayCounter_

DayCounter paymentDayCounter_

private

Definition at line 249 of file multipleresetscoupon.hpp.

paymentCalendar_

Calendar paymentCalendar_

private

Definition at line 250 of file multipleresetscoupon.hpp.

paymentAdjustment_

BusinessDayConvention paymentAdjustment_ = Following

private

Definition at line 251 of file multipleresetscoupon.hpp.

paymentLag_

Integer paymentLag_ = 0

private

Definition at line 252 of file multipleresetscoupon.hpp.

fixingDays_

std::vector<Natural> fixingDays_

private

Definition at line 253 of file multipleresetscoupon.hpp.

gearings_

std::vector<Real> gearings_

private

Definition at line 254 of file multipleresetscoupon.hpp.

couponSpreads_

std::vector<Spread> couponSpreads_

private

Definition at line 255 of file multipleresetscoupon.hpp.

rateSpreads_

std::vector<Spread> rateSpreads_

private

Definition at line 256 of file multipleresetscoupon.hpp.

averagingMethod_

RateAveraging::Type averagingMethod_ = RateAveraging::Compound

private

Definition at line 257 of file multipleresetscoupon.hpp.

exCouponPeriod_

Period exCouponPeriod_

private

Definition at line 258 of file multipleresetscoupon.hpp.

exCouponCalendar_

Calendar exCouponCalendar_

private

Definition at line 259 of file multipleresetscoupon.hpp.

exCouponAdjustment_

BusinessDayConvention exCouponAdjustment_ = Unadjusted

private

Definition at line 260 of file multipleresetscoupon.hpp.

exCouponEndOfMonth_

bool exCouponEndOfMonth_ = false

private

Definition at line 261 of file multipleresetscoupon.hpp.