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)
CmsLeg &	withNotionals (Real notional)
CmsLeg &	withNotionals (const std::vector< Real > &notionals)
CmsLeg &	withPaymentDayCounter (const DayCounter &)
CmsLeg &	withPaymentAdjustment (BusinessDayConvention)
CmsLeg &	withFixingDays (Natural fixingDays)
CmsLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
CmsLeg &	withGearings (Real gearing)
CmsLeg &	withGearings (const std::vector< Real > &gearings)
CmsLeg &	withSpreads (Spread spread)
CmsLeg &	withSpreads (const std::vector< Spread > &spreads)
CmsLeg &	withCaps (Rate cap)
CmsLeg &	withCaps (const std::vector< Rate > &caps)
CmsLeg &	withFloors (Rate floor)
CmsLeg &	withFloors (const std::vector< Rate > &floors)
CmsLeg &	inArrears (bool flag=true)
CmsLeg &	withZeroPayments (bool flag=true)
	operator Leg () const

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Detailed Description

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