| FloatingLegData(const string &index, QuantLib::Size fixingDays, bool isInArrears, const vector< double > &spreads, const vector< string > &spreadDates=vector< string >(), const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), const vector< double > &gearings=vector< double >(), const vector< string > &gearingDates=vector< string >(), bool isAveraged=false, bool nakedOption=false, bool hasSubPeriods=false, bool includeSpread=false, QuantLib::Period lookback=0 *Days, const Size rateCutoff=Null< Size >(), bool localCapFloor=false, const boost::optional< Period > &lastRecentPeriod=boost::none, const std::string &lastRecentPeriodCalendar=std::string(), bool telescopicValueDates=false, const std::map< QuantLib::Date, double > &historicalFixings={}) | FloatingLegData | |
