MakeCms Class Reference

#include <ql/instruments/makecms.hpp>

List of all members.


Detailed Description

helper class

This 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
MakeCmsreceiveCms (bool flag=true)
MakeCmswithNominal (Real n)
MakeCmswithEffectiveDate (const Date &)
MakeCmswithDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
MakeCmswithCmsLegTenor (const Period &t)
MakeCmswithCmsLegCalendar (const Calendar &cal)
MakeCmswithCmsLegConvention (BusinessDayConvention bdc)
MakeCmswithCmsLegTerminationDateConvention (BusinessDayConvention bdc)
MakeCmswithCmsLegForward (bool flag=true)
MakeCmswithCmsLegEndOfMonth (bool flag=true)
MakeCmswithCmsLegFirstDate (const Date &d)
MakeCmswithCmsLegNextToLastDate (const Date &d)
MakeCmswithCmsLegDayCount (const DayCounter &dc)
MakeCmswithFloatingLegTenor (const Period &t)
MakeCmswithFloatingLegCalendar (const Calendar &cal)
MakeCmswithFloatingLegConvention (BusinessDayConvention bdc)
MakeCmswithFloatingLegTerminationDateConvention (BusinessDayConvention bdc)
MakeCmswithFloatingLegForward (bool flag=true)
MakeCmswithFloatingLegEndOfMonth (bool flag=true)
MakeCmswithFloatingLegFirstDate (const Date &d)
MakeCmswithFloatingLegNextToLastDate (const Date &d)
MakeCmswithFloatingLegDayCount (const DayCounter &dc)