- QuantLib
- yoyInflationLeg
 
#include <ql/cashflows/yoyinflationcoupon.hpp>
| Public Member Functions | |
| yoyInflationLeg (const Schedule &schedule, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag) | |
| yoyInflationLeg & | withNotionals (Real notional) | 
| yoyInflationLeg & | withNotionals (const std::vector< Real > ¬ionals) | 
| yoyInflationLeg & | withPaymentDayCounter (const DayCounter &) | 
| yoyInflationLeg & | withPaymentAdjustment (BusinessDayConvention) | 
| yoyInflationLeg & | withFixingDays (Natural fixingDays) | 
| yoyInflationLeg & | withFixingDays (const std::vector< Natural > &fixingDays) | 
| yoyInflationLeg & | withGearings (Real gearing) | 
| yoyInflationLeg & | withGearings (const std::vector< Real > &gearings) | 
| yoyInflationLeg & | withSpreads (Spread spread) | 
| yoyInflationLeg & | withSpreads (const std::vector< Spread > &spreads) | 
| yoyInflationLeg & | withCaps (Rate cap) | 
| yoyInflationLeg & | withCaps (const std::vector< Rate > &caps) | 
| yoyInflationLeg & | withFloors (Rate floor) | 
| yoyInflationLeg & | withFloors (const std::vector< Rate > &floors) | 
| operator Leg () const | |
Helper class building a sequence of capped/floored yoy inflation coupons payoff is: spread + gearing x index