- QuantLib
- OvernightLeg
 
helper class building a sequence of overnight coupons More...
#include <ql/cashflows/overnightindexedcoupon.hpp>
| Public Member Functions | |
| OvernightLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex) | |
| OvernightLeg & | withNotionals (Real notional) | 
| OvernightLeg & | withNotionals (const std::vector< Real > ¬ionals) | 
| 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 | |
helper class building a sequence of overnight coupons