OvernightLeg Class Reference

helper class building a sequence of overnight coupons More...

#include <ql/cashflows/overnightindexedcoupon.hpp>

List of all members.

Public Member Functions

 OvernightLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)
OvernightLegwithNotionals (Real notional)
OvernightLegwithNotionals (const std::vector< Real > &notionals)
OvernightLegwithPaymentDayCounter (const DayCounter &)
OvernightLegwithPaymentAdjustment (BusinessDayConvention)
OvernightLegwithGearings (Real gearing)
OvernightLegwithGearings (const std::vector< Real > &gearings)
OvernightLegwithSpreads (Spread spread)
OvernightLegwithSpreads (const std::vector< Spread > &spreads)
 operator Leg () const


Detailed Description

helper class building a sequence of overnight coupons