DigitalCmsLeg Class Reference

#include <ql/cashflows/digitalcmscoupon.hpp>

List of all members.


Detailed Description

helper class building a sequence of digital ibor-rate coupons

Public Member Functions

 DigitalCmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index)
DigitalCmsLegwithNotionals (Real notional)
DigitalCmsLegwithNotionals (const std::vector< Real > &notionals)
DigitalCmsLegwithPaymentDayCounter (const DayCounter &)
DigitalCmsLegwithPaymentAdjustment (BusinessDayConvention)
DigitalCmsLegwithFixingDays (Natural fixingDays)
DigitalCmsLegwithFixingDays (const std::vector< Natural > &fixingDays)
DigitalCmsLegwithGearings (Real gearing)
DigitalCmsLegwithGearings (const std::vector< Real > &gearings)
DigitalCmsLegwithSpreads (Spread spread)
DigitalCmsLegwithSpreads (const std::vector< Spread > &spreads)
DigitalCmsLeginArrears (bool flag=true)
DigitalCmsLegwithCallStrikes (Rate strike)
DigitalCmsLegwithCallStrikes (const std::vector< Rate > &strikes)
DigitalCmsLegwithLongCallOption (Position::Type)
DigitalCmsLegwithCallATM (bool flag=true)
DigitalCmsLegwithCallPayoffs (Rate payoff)
DigitalCmsLegwithCallPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsLegwithPutStrikes (Rate strike)
DigitalCmsLegwithPutStrikes (const std::vector< Rate > &strikes)
DigitalCmsLegwithLongPutOption (Position::Type)
DigitalCmsLegwithPutATM (bool flag=true)
DigitalCmsLegwithPutPayoffs (Rate payoff)
DigitalCmsLegwithPutPayoffs (const std::vector< Rate > &payoffs)
DigitalCmsLegwithReplication (const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())
 operator Leg () const