AverageBMALeg Class Reference

#include <ql/cashflows/averagebmacoupon.hpp>

List of all members.


Detailed Description

helper class building a sequence of average BMA coupons

Public Member Functions

 AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index)
AverageBMALegwithNotionals (Real notional)
AverageBMALegwithNotionals (const std::vector< Real > &notionals)
AverageBMALegwithPaymentDayCounter (const DayCounter &)
AverageBMALegwithPaymentAdjustment (BusinessDayConvention)
AverageBMALegwithGearings (Real gearing)
AverageBMALegwithGearings (const std::vector< Real > &gearings)
AverageBMALegwithSpreads (Spread spread)
AverageBMALegwithSpreads (const std::vector< Spread > &spreads)
 operator Leg () const