DigitalIborLeg Class Reference

helper class building a sequence of digital ibor-rate coupons More...

#include <ql/cashflows/digitaliborcoupon.hpp>

List of all members.

Public Member Functions

 DigitalIborLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)
DigitalIborLegwithNotionals (Real notional)
DigitalIborLegwithNotionals (const std::vector< Real > &notionals)
DigitalIborLegwithPaymentDayCounter (const DayCounter &)
DigitalIborLegwithPaymentAdjustment (BusinessDayConvention)
DigitalIborLegwithFixingDays (Natural fixingDays)
DigitalIborLegwithFixingDays (const std::vector< Natural > &fixingDays)
DigitalIborLegwithGearings (Real gearing)
DigitalIborLegwithGearings (const std::vector< Real > &gearings)
DigitalIborLegwithSpreads (Spread spread)
DigitalIborLegwithSpreads (const std::vector< Spread > &spreads)
DigitalIborLeginArrears (bool flag=true)
DigitalIborLegwithCallStrikes (Rate strike)
DigitalIborLegwithCallStrikes (const std::vector< Rate > &strikes)
DigitalIborLegwithLongCallOption (Position::Type)
DigitalIborLegwithCallATM (bool flag=true)
DigitalIborLegwithCallPayoffs (Rate payoff)
DigitalIborLegwithCallPayoffs (const std::vector< Rate > &payoffs)
DigitalIborLegwithPutStrikes (Rate strike)
DigitalIborLegwithPutStrikes (const std::vector< Rate > &strikes)
DigitalIborLegwithLongPutOption (Position::Type)
DigitalIborLegwithPutATM (bool flag=true)
DigitalIborLegwithPutPayoffs (Rate payoff)
DigitalIborLegwithPutPayoffs (const std::vector< Rate > &payoffs)
DigitalIborLegwithReplication (const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())
 operator Leg () const

Detailed Description

helper class building a sequence of digital ibor-rate coupons