MakeVanillaSwap Class Reference

#include <ql/instruments/makevanillaswap.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 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
MakeVanillaSwapreceiveFixed (bool flag=true)
MakeVanillaSwapwithType (VanillaSwap::Type type)
MakeVanillaSwapwithNominal (Real n)
MakeVanillaSwapwithEffectiveDate (const Date &)
MakeVanillaSwapwithDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
MakeVanillaSwapwithFixedLegTenor (const Period &t)
MakeVanillaSwapwithFixedLegCalendar (const Calendar &cal)
MakeVanillaSwapwithFixedLegConvention (BusinessDayConvention bdc)
MakeVanillaSwapwithFixedLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwapwithFixedLegForward (bool flag=true)
MakeVanillaSwapwithFixedLegEndOfMonth (bool flag=true)
MakeVanillaSwapwithFixedLegFirstDate (const Date &d)
MakeVanillaSwapwithFixedLegNextToLastDate (const Date &d)
MakeVanillaSwapwithFixedLegDayCount (const DayCounter &dc)
MakeVanillaSwapwithFloatingLegTenor (const Period &t)
MakeVanillaSwapwithFloatingLegCalendar (const Calendar &cal)
MakeVanillaSwapwithFloatingLegConvention (BusinessDayConvention bdc)
MakeVanillaSwapwithFloatingLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwapwithFloatingLegForward (bool flag=true)
MakeVanillaSwapwithFloatingLegEndOfMonth (bool flag=true)
MakeVanillaSwapwithFloatingLegFirstDate (const Date &d)
MakeVanillaSwapwithFloatingLegNextToLastDate (const Date &d)
MakeVanillaSwapwithFloatingLegDayCount (const DayCounter &dc)
MakeVanillaSwapwithFloatingLegSpread (Spread sp)