IborLegCashFlows Class Reference

#include <ql/experimental/basismodels/swaptioncfs.hpp>

Inheritance diagram for IborLegCashFlows:

Collaboration diagram for IborLegCashFlows:

Public Member Functions
const Leg &	floatLeg () const
const std::vector< Real > &	floatTimes () const
const std::vector< Real > &	floatWeights () const
	IborLegCashFlows (const Leg &iborLeg, const Handle< YieldTermStructure > &discountCurve, bool contTenorSpread=true)
	IborLegCashFlows ()=default

Protected Attributes
Date	refDate_
Leg	floatLeg_
std::vector< Real >	floatTimes_
std::vector< Real >	floatWeights_

Detailed Description

Definition at line 34 of file swaptioncfs.hpp.

Constructor & Destructor Documentation

IborLegCashFlows() [1/2]

IborLegCashFlows	(	const Leg &	iborLeg,
		const Handle< YieldTermStructure > &	discountCurve,
		bool	contTenorSpread = true
	)

Definition at line 34 of file swaptioncfs.cpp.

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IborLegCashFlows() [2/2]

IborLegCashFlows ( )

default

Member Function Documentation

floatLeg()

const Leg & floatLeg

(

)

const

Definition at line 42 of file swaptioncfs.hpp.

floatTimes()

const std::vector< Real > & floatTimes

(

)

const

Definition at line 43 of file swaptioncfs.hpp.

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floatWeights()

const std::vector< Real > & floatWeights

(

)

const

Definition at line 44 of file swaptioncfs.hpp.

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Member Data Documentation

refDate_

Date refDate_

protected

Definition at line 36 of file swaptioncfs.hpp.

floatLeg_

Leg floatLeg_

protected

Definition at line 37 of file swaptioncfs.hpp.

floatTimes_

std::vector<Real> floatTimes_

protected

Definition at line 38 of file swaptioncfs.hpp.

floatWeights_

std::vector<Real> floatWeights_

protected

Definition at line 39 of file swaptioncfs.hpp.