AverageBMALeg Class Reference

helper class building a sequence of average BMA coupons More...

#include <ql/cashflows/averagebmacoupon.hpp>

List of all members.

Public Member Functions

 AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index)
AverageBMALeg & withNotionals (Real notional)
AverageBMALeg & withNotionals (const std::vector< Real > &notionals)
AverageBMALeg & withPaymentDayCounter (const DayCounter &)
AverageBMALeg & withPaymentAdjustment (BusinessDayConvention)
AverageBMALeg & withGearings (Real gearing)
AverageBMALeg & withGearings (const std::vector< Real > &gearings)
AverageBMALeg & withSpreads (Spread spread)
AverageBMALeg & withSpreads (const std::vector< Spread > &spreads)
 operator Leg () const

Detailed Description

helper class building a sequence of average BMA coupons