CmsLeg Class Reference

helper class building a sequence of capped/floored cms-rate coupons More...

#include <ql/cashflows/cmscoupon.hpp>

List of all members.

Public Member Functions

 CmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &swapIndex)
CmsLegwithNotionals (Real notional)
CmsLegwithNotionals (const std::vector< Real > &notionals)
CmsLegwithPaymentDayCounter (const DayCounter &)
CmsLegwithPaymentAdjustment (BusinessDayConvention)
CmsLegwithFixingDays (Natural fixingDays)
CmsLegwithFixingDays (const std::vector< Natural > &fixingDays)
CmsLegwithGearings (Real gearing)
CmsLegwithGearings (const std::vector< Real > &gearings)
CmsLegwithSpreads (Spread spread)
CmsLegwithSpreads (const std::vector< Spread > &spreads)
CmsLegwithCaps (Rate cap)
CmsLegwithCaps (const std::vector< Rate > &caps)
CmsLegwithFloors (Rate floor)
CmsLegwithFloors (const std::vector< Rate > &floors)
CmsLeginArrears (bool flag=true)
CmsLegwithZeroPayments (bool flag=true)
 operator Leg () const


Detailed Description

helper class building a sequence of capped/floored cms-rate coupons