OvernightLeg Class Reference

helper class building a sequence of overnight coupons More...

#include <ql/cashflows/overnightindexedcoupon.hpp>

List of all members.

Public Member Functions
	OvernightLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)
OvernightLeg &	withNotionals (Real notional)
OvernightLeg &	withNotionals (const std::vector< Real > &notionals)
OvernightLeg &	withPaymentDayCounter (const DayCounter &)
OvernightLeg &	withPaymentAdjustment (BusinessDayConvention)
OvernightLeg &	withGearings (Real gearing)
OvernightLeg &	withGearings (const std::vector< Real > &gearings)
OvernightLeg &	withSpreads (Spread spread)
OvernightLeg &	withSpreads (const std::vector< Spread > &spreads)
	operator Leg () const

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Detailed Description

helper class building a sequence of overnight coupons