DigitalIborLeg Class Reference
helper class building a sequence of digital ibor-rate coupons More...
#include <ql/cashflows/digitaliborcoupon.hpp>
Public Member Functions | |
DigitalIborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index) | |
DigitalIborLeg & | withNotionals (Real notional) |
DigitalIborLeg & | withNotionals (const std::vector< Real > ¬ionals) |
DigitalIborLeg & | withPaymentDayCounter (const DayCounter &) |
DigitalIborLeg & | withPaymentAdjustment (BusinessDayConvention) |
DigitalIborLeg & | withFixingDays (Natural fixingDays) |
DigitalIborLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
DigitalIborLeg & | withGearings (Real gearing) |
DigitalIborLeg & | withGearings (const std::vector< Real > &gearings) |
DigitalIborLeg & | withSpreads (Spread spread) |
DigitalIborLeg & | withSpreads (const std::vector< Spread > &spreads) |
DigitalIborLeg & | inArrears (bool flag=true) |
DigitalIborLeg & | withCallStrikes (Rate strike) |
DigitalIborLeg & | withCallStrikes (const std::vector< Rate > &strikes) |
DigitalIborLeg & | withLongCallOption (Position::Type) |
DigitalIborLeg & | withCallATM (bool flag=true) |
DigitalIborLeg & | withCallPayoffs (Rate payoff) |
DigitalIborLeg & | withCallPayoffs (const std::vector< Rate > &payoffs) |
DigitalIborLeg & | withPutStrikes (Rate strike) |
DigitalIborLeg & | withPutStrikes (const std::vector< Rate > &strikes) |
DigitalIborLeg & | withLongPutOption (Position::Type) |
DigitalIborLeg & | withPutATM (bool flag=true) |
DigitalIborLeg & | withPutPayoffs (Rate payoff) |
DigitalIborLeg & | withPutPayoffs (const std::vector< Rate > &payoffs) |
DigitalIborLeg & | withReplication (const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >()) |
operator Leg () const |