MakeVanillaSwap Class Reference

#include <ql/Instruments/vanillaswap.hpp>

List of all members.


Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market swap.


Public Member Functions

 MakeVanillaSwap (const Date &effectiveDate, const Period &swapTenor, const Calendar &cal, Rate fixedRate, const boost::shared_ptr< Xibor > &index, const Handle< YieldTermStructure > &termStructure)
MakeVanillaSwapreceiveFixed (bool flag=true)
MakeVanillaSwapwithNominal (Real n)
MakeVanillaSwapwithFixedLegTenor (const Period &t)
MakeVanillaSwapwithFixedLegCalendar (const Calendar &cal)
MakeVanillaSwapwithFixedLegConvention (BusinessDayConvention bdc)
MakeVanillaSwapwithFixedLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwapwithFixedLegForward (bool flag=true)
MakeVanillaSwapwithFixedLegNotEndOfMonth (bool flag=true)
MakeVanillaSwapwithFixedLegFirstDate (const Date &d)
MakeVanillaSwapwithFixedLegNextToLastDate (const Date &d)
MakeVanillaSwapwithFixedLegDayCount (const DayCounter &dc)
MakeVanillaSwapwithFloatingLegTenor (const Period &t)
MakeVanillaSwapwithFloatingLegCalendar (const Calendar &cal)
MakeVanillaSwapwithFloatingLegConvention (const BusinessDayConvention bdc)
MakeVanillaSwapwithFloatingLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwapwithFloatingLegForward (bool flag=true)
MakeVanillaSwapwithFloatingLegNotEndOfMonth (bool flag=true)
MakeVanillaSwapwithFloatingLegFirstDate (const Date &d)
MakeVanillaSwapwithFloatingLegNextToLastDate (const Date &d)
MakeVanillaSwapwithFloatingLegDayCount (const DayCounter &dc)
MakeVanillaSwapwithFloatingLegSpread (Spread sp)
 operator VanillaSwap () const
 operator boost::shared_ptr () const