QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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helper class More...
#include <makevanillaswap.hpp>
helper class
This class provides a more comfortable way to instantiate standard market swap.
Definition at line 39 of file makevanillaswap.hpp.
MakeVanillaSwap | ( | const Period & | swapTenor, |
const ext::shared_ptr< IborIndex > & | iborIndex, | ||
Rate | fixedRate = Null<Rate>() , |
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const Period & | forwardStart = 0*Days |
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Definition at line 40 of file makevanillaswap.cpp.
operator VanillaSwap | ( | ) | const |
operator ext::shared_ptr< VanillaSwap > | ( | ) | const |
MakeVanillaSwap & receiveFixed | ( | bool | flag = true | ) |
Definition at line 190 of file makevanillaswap.cpp.
MakeVanillaSwap & withType | ( | Swap::Type | type | ) |
Definition at line 195 of file makevanillaswap.cpp.
MakeVanillaSwap & withNominal | ( | Real | n | ) |
Definition at line 200 of file makevanillaswap.cpp.
MakeVanillaSwap & withSettlementDays | ( | Natural | settlementDays | ) |
Definition at line 205 of file makevanillaswap.cpp.
MakeVanillaSwap & withEffectiveDate | ( | const Date & | effectiveDate | ) |
MakeVanillaSwap & withTerminationDate | ( | const Date & | terminationDate | ) |
MakeVanillaSwap & withRule | ( | DateGeneration::Rule | r | ) |
MakeVanillaSwap & withPaymentConvention | ( | BusinessDayConvention | bdc | ) |
Definition at line 230 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegTenor | ( | const Period & | t | ) |
Definition at line 249 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegCalendar | ( | const Calendar & | cal | ) |
Definition at line 255 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegConvention | ( | BusinessDayConvention | bdc | ) |
Definition at line 261 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegTerminationDateConvention | ( | BusinessDayConvention | bdc | ) |
Definition at line 267 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegRule | ( | DateGeneration::Rule | r | ) |
Definition at line 272 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegEndOfMonth | ( | bool | flag = true | ) |
MakeVanillaSwap & withFixedLegFirstDate | ( | const Date & | d | ) |
Definition at line 282 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegNextToLastDate | ( | const Date & | d | ) |
Definition at line 288 of file makevanillaswap.cpp.
MakeVanillaSwap & withFixedLegDayCount | ( | const DayCounter & | dc | ) |
Definition at line 294 of file makevanillaswap.cpp.
MakeVanillaSwap & withFloatingLegTenor | ( | const Period & | t | ) |
MakeVanillaSwap & withFloatingLegCalendar | ( | const Calendar & | cal | ) |
Definition at line 305 of file makevanillaswap.cpp.
MakeVanillaSwap & withFloatingLegConvention | ( | BusinessDayConvention | bdc | ) |
MakeVanillaSwap & withFloatingLegTerminationDateConvention | ( | BusinessDayConvention | bdc | ) |
MakeVanillaSwap & withFloatingLegRule | ( | DateGeneration::Rule | r | ) |
MakeVanillaSwap & withFloatingLegEndOfMonth | ( | bool | flag = true | ) |
MakeVanillaSwap & withFloatingLegFirstDate | ( | const Date & | d | ) |
MakeVanillaSwap & withFloatingLegNextToLastDate | ( | const Date & | d | ) |
MakeVanillaSwap & withFloatingLegDayCount | ( | const DayCounter & | dc | ) |
MakeVanillaSwap & withFloatingLegSpread | ( | Spread | sp | ) |
Definition at line 350 of file makevanillaswap.cpp.
MakeVanillaSwap & withDiscountingTermStructure | ( | const Handle< YieldTermStructure > & | discountCurve | ) |
MakeVanillaSwap & withPricingEngine | ( | const ext::shared_ptr< PricingEngine > & | engine | ) |
Definition at line 243 of file makevanillaswap.cpp.
MakeVanillaSwap & withIndexedCoupons | ( | const ext::optional< bool > & | b = true | ) |
MakeVanillaSwap & withAtParCoupons | ( | bool | b = true | ) |
Definition at line 360 of file makevanillaswap.cpp.
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Definition at line 89 of file makevanillaswap.hpp.
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Definition at line 90 of file makevanillaswap.hpp.
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Definition at line 91 of file makevanillaswap.hpp.
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Definition at line 92 of file makevanillaswap.hpp.
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Definition at line 94 of file makevanillaswap.hpp.
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Definition at line 95 of file makevanillaswap.hpp.
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Definition at line 95 of file makevanillaswap.hpp.
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Definition at line 96 of file makevanillaswap.hpp.
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Definition at line 96 of file makevanillaswap.hpp.
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Definition at line 98 of file makevanillaswap.hpp.
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Definition at line 99 of file makevanillaswap.hpp.
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Definition at line 100 of file makevanillaswap.hpp.
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Definition at line 100 of file makevanillaswap.hpp.
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Definition at line 101 of file makevanillaswap.hpp.
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Definition at line 102 of file makevanillaswap.hpp.
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Definition at line 103 of file makevanillaswap.hpp.
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Definition at line 103 of file makevanillaswap.hpp.
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Definition at line 104 of file makevanillaswap.hpp.
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Definition at line 105 of file makevanillaswap.hpp.
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Definition at line 106 of file makevanillaswap.hpp.
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Definition at line 106 of file makevanillaswap.hpp.
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Definition at line 107 of file makevanillaswap.hpp.
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Definition at line 107 of file makevanillaswap.hpp.
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Definition at line 108 of file makevanillaswap.hpp.
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Definition at line 108 of file makevanillaswap.hpp.
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Definition at line 109 of file makevanillaswap.hpp.
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Definition at line 110 of file makevanillaswap.hpp.
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Definition at line 110 of file makevanillaswap.hpp.
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Definition at line 111 of file makevanillaswap.hpp.
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Definition at line 112 of file makevanillaswap.hpp.
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Definition at line 114 of file makevanillaswap.hpp.