MakeVanillaSwap Class Reference
#include <ql/instruments/makevanillaswap.hpp>
Detailed Description
helper classThis class provides a more comfortable way to instantiate standard market swap.
Public Member Functions | |
MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &index, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) | |
operator VanillaSwap () const | |
operator boost::shared_ptr () const | |
MakeVanillaSwap & | receiveFixed (bool flag=true) |
MakeVanillaSwap & | withType (VanillaSwap::Type type) |
MakeVanillaSwap & | withNominal (Real n) |
MakeVanillaSwap & | withEffectiveDate (const Date &) |
MakeVanillaSwap & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure) |
MakeVanillaSwap & | withFixedLegTenor (const Period &t) |
MakeVanillaSwap & | withFixedLegCalendar (const Calendar &cal) |
MakeVanillaSwap & | withFixedLegConvention (BusinessDayConvention bdc) |
MakeVanillaSwap & | withFixedLegTerminationDateConvention (BusinessDayConvention bdc) |
MakeVanillaSwap & | withFixedLegForward (bool flag=true) |
MakeVanillaSwap & | withFixedLegEndOfMonth (bool flag=true) |
MakeVanillaSwap & | withFixedLegFirstDate (const Date &d) |
MakeVanillaSwap & | withFixedLegNextToLastDate (const Date &d) |
MakeVanillaSwap & | withFixedLegDayCount (const DayCounter &dc) |
MakeVanillaSwap & | withFloatingLegTenor (const Period &t) |
MakeVanillaSwap & | withFloatingLegCalendar (const Calendar &cal) |
MakeVanillaSwap & | withFloatingLegConvention (BusinessDayConvention bdc) |
MakeVanillaSwap & | withFloatingLegTerminationDateConvention (BusinessDayConvention bdc) |
MakeVanillaSwap & | withFloatingLegForward (bool flag=true) |
MakeVanillaSwap & | withFloatingLegEndOfMonth (bool flag=true) |
MakeVanillaSwap & | withFloatingLegFirstDate (const Date &d) |
MakeVanillaSwap & | withFloatingLegNextToLastDate (const Date &d) |
MakeVanillaSwap & | withFloatingLegDayCount (const DayCounter &dc) |
MakeVanillaSwap & | withFloatingLegSpread (Spread sp) |