- QuantLib
- FixedRateLeg
 
helper class building a sequence of fixed rate coupons More...
#include <ql/cashflows/fixedratecoupon.hpp>
| Public Member Functions | |
| FixedRateLeg (const Schedule &schedule) | |
| FixedRateLeg & | withNotionals (Real) | 
| FixedRateLeg & | withNotionals (const std::vector< Real > &) | 
| FixedRateLeg & | withCouponRates (Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual) | 
| FixedRateLeg & | withCouponRates (const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual) | 
| FixedRateLeg & | withCouponRates (const InterestRate &) | 
| FixedRateLeg & | withCouponRates (const std::vector< InterestRate > &) | 
| FixedRateLeg & | withPaymentAdjustment (BusinessDayConvention) | 
| FixedRateLeg & | withFirstPeriodDayCounter (const DayCounter &) | 
| FixedRateLeg & | withPaymentCalendar (const Calendar &) | 
| operator Leg () const | |
helper class building a sequence of fixed rate coupons