- QuantLib
- RangeAccrualLeg
 
helper class building a sequence of range-accrual floating-rate coupons More...
#include <ql/cashflows/rangeaccrual.hpp>
| Public Member Functions | |
| RangeAccrualLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index) | |
| RangeAccrualLeg & | withNotionals (Real notional) | 
| RangeAccrualLeg & | withNotionals (const std::vector< Real > ¬ionals) | 
| RangeAccrualLeg & | withPaymentDayCounter (const DayCounter &) | 
| RangeAccrualLeg & | withPaymentAdjustment (BusinessDayConvention) | 
| RangeAccrualLeg & | withFixingDays (Natural fixingDays) | 
| RangeAccrualLeg & | withFixingDays (const std::vector< Natural > &fixingDays) | 
| RangeAccrualLeg & | withGearings (Real gearing) | 
| RangeAccrualLeg & | withGearings (const std::vector< Real > &gearings) | 
| RangeAccrualLeg & | withSpreads (Spread spread) | 
| RangeAccrualLeg & | withSpreads (const std::vector< Spread > &spreads) | 
| RangeAccrualLeg & | withLowerTriggers (Rate trigger) | 
| RangeAccrualLeg & | withLowerTriggers (const std::vector< Rate > &triggers) | 
| RangeAccrualLeg & | withUpperTriggers (Rate trigger) | 
| RangeAccrualLeg & | withUpperTriggers (const std::vector< Rate > &triggers) | 
| RangeAccrualLeg & | withObservationTenor (const Period &) | 
| RangeAccrualLeg & | withObservationConvention (BusinessDayConvention) | 
| operator Leg () const | |
helper class building a sequence of range-accrual floating-rate coupons