makenonstandardlegs.cpp File Reference

#include <ored/portfolio/makenonstandardlegs.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>

Go to the source code of this file.

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Functions
Leg	makeNonStandardIborLeg (const QuantLib::ext::shared_ptr< IborIndex > &index, const std::vector< Date > &calcDates, const std::vector< Date > &payDatesInput, const std::vector< Date > &fixingDatesInput, const std::vector< Date > &resetDatesInput, const Size fixingDays, const std::vector< Real > &notionals, const std::vector< Date > &notionalDatesInput, const std::vector< Real > &spreadsInput, const std::vector< Date > &spreadDatesInput, const std::vector< Real > &gearingsInput, const std::vector< Date > &gearingDatesInput, const bool strictNotionalDates, const DayCounter &dayCounter, const Calendar &payCalendar, const BusinessDayConvention payConv, const Period &payLag, const bool isInArrears)
Leg	makeNonStandardFixedLeg (const std::vector< Date > &calcDates, const std::vector< Date > &payDatesInput, const std::vector< Real > &notionals, const std::vector< Date > &notionalDatesInput, const std::vector< Real > &rates, const std::vector< Date > &rateDatesInput, const bool strictNotionalDates, const DayCounter &dayCounter, const Calendar &payCalendar, const BusinessDayConvention payConv, const Period &payLag)