MakeCms Class Reference

helper class for instantiating CMS More...

#include <ql/instruments/makecms.hpp>

List of all members.

Public Member Functions

 MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days)
 MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days)
 operator Swap () const
 operator boost::shared_ptr< Swap > () const
MakeCmsreceiveCms (bool flag=true)
MakeCmswithNominal (Real n)
MakeCmswithEffectiveDate (const Date &)
MakeCmswithCmsLegTenor (const Period &t)
MakeCmswithCmsLegCalendar (const Calendar &cal)
MakeCmswithCmsLegConvention (BusinessDayConvention bdc)
MakeCmswithCmsLegTerminationDateConvention (BusinessDayConvention)
MakeCmswithCmsLegRule (DateGeneration::Rule r)
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)
MakeCmswithFloatingLegRule (DateGeneration::Rule r)
MakeCmswithFloatingLegEndOfMonth (bool flag=true)
MakeCmswithFloatingLegFirstDate (const Date &d)
MakeCmswithFloatingLegNextToLastDate (const Date &d)
MakeCmswithFloatingLegDayCount (const DayCounter &dc)
MakeCmswithAtmSpread (bool flag=true)
MakeCmswithDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
MakeCmswithCmsCouponPricer (const boost::shared_ptr< CmsCouponPricer > &couponPricer)


Detailed Description

helper class for instantiating CMS

This class provides a more comfortable way to instantiate standard market constant maturity swap.