MakeCms Class Reference
#include <ql/instruments/makecms.hpp>
Detailed Description
helper classThis class provides a more comfortable way to instantiate standard market constant maturity swap.
Public Member Functions | |
MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread, const Period &forwardStart=0 *Days) | |
operator Swap () const | |
operator boost::shared_ptr () const | |
MakeCms & | receiveCms (bool flag=true) |
MakeCms & | withNominal (Real n) |
MakeCms & | withEffectiveDate (const Date &) |
MakeCms & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure) |
MakeCms & | withCmsLegTenor (const Period &t) |
MakeCms & | withCmsLegCalendar (const Calendar &cal) |
MakeCms & | withCmsLegConvention (BusinessDayConvention bdc) |
MakeCms & | withCmsLegTerminationDateConvention (BusinessDayConvention bdc) |
MakeCms & | withCmsLegForward (bool flag=true) |
MakeCms & | withCmsLegEndOfMonth (bool flag=true) |
MakeCms & | withCmsLegFirstDate (const Date &d) |
MakeCms & | withCmsLegNextToLastDate (const Date &d) |
MakeCms & | withCmsLegDayCount (const DayCounter &dc) |
MakeCms & | withFloatingLegTenor (const Period &t) |
MakeCms & | withFloatingLegCalendar (const Calendar &cal) |
MakeCms & | withFloatingLegConvention (BusinessDayConvention bdc) |
MakeCms & | withFloatingLegTerminationDateConvention (BusinessDayConvention bdc) |
MakeCms & | withFloatingLegForward (bool flag=true) |
MakeCms & | withFloatingLegEndOfMonth (bool flag=true) |
MakeCms & | withFloatingLegFirstDate (const Date &d) |
MakeCms & | withFloatingLegNextToLastDate (const Date &d) |
MakeCms & | withFloatingLegDayCount (const DayCounter &dc) |