Loading [MathJax]/extensions/tex2jax.js
QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Toggle main menu visibility
Main Page
Related Pages
Modules
Namespaces
Namespace List
Namespace Members
All
_
a
b
c
d
e
f
g
h
i
j
l
m
n
o
p
q
r
s
t
u
v
w
y
z
Functions
_
a
b
c
d
e
f
g
h
i
l
m
n
o
p
q
r
s
t
u
v
w
y
Variables
a
b
c
d
e
f
i
l
m
n
p
r
s
t
Typedefs
b
c
d
e
f
g
h
i
l
m
n
p
r
s
t
v
y
z
Enumerations
Enumerator
a
b
c
d
e
f
g
h
j
l
m
n
o
p
q
s
t
u
w
y
Classes
Class List
Class Index
Class Hierarchy
Class Members
All
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Functions
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Variables
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Typedefs
a
b
c
d
e
g
h
i
k
m
o
p
r
s
t
u
v
w
z
Enumerations
a
b
c
d
e
f
h
i
l
m
n
o
p
q
r
s
t
y
Enumerator
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Related Functions
a
b
c
d
f
i
m
n
o
p
q
r
s
Files
File List
File Members
All
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Variables
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Macros
b
d
i
m
n
p
q
s
Examples
•
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Modules
Pages
Loading...
Searching...
No Matches
QuantLib
RangeAccrualLeg
RangeAccrualLeg Member List
This is the complete list of members for
RangeAccrualLeg
, including all inherited members.
fixingDays_
RangeAccrualLeg
private
gearings_
RangeAccrualLeg
private
index_
RangeAccrualLeg
private
lowerTriggers_
RangeAccrualLeg
private
notionals_
RangeAccrualLeg
private
observationConvention_
RangeAccrualLeg
private
observationTenor_
RangeAccrualLeg
private
operator Leg
() const
RangeAccrualLeg
paymentAdjustment_
RangeAccrualLeg
private
paymentDayCounter_
RangeAccrualLeg
private
RangeAccrualLeg
(Schedule schedule, ext::shared_ptr< IborIndex > index)
RangeAccrualLeg
schedule_
RangeAccrualLeg
private
spreads_
RangeAccrualLeg
private
upperTriggers_
RangeAccrualLeg
private
withFixingDays
(Natural fixingDays)
RangeAccrualLeg
withFixingDays
(const std::vector< Natural > &fixingDays)
RangeAccrualLeg
withGearings
(Real gearing)
RangeAccrualLeg
withGearings
(const std::vector< Real > &gearings)
RangeAccrualLeg
withLowerTriggers
(Rate trigger)
RangeAccrualLeg
withLowerTriggers
(const std::vector< Rate > &triggers)
RangeAccrualLeg
withNotionals
(Real notional)
RangeAccrualLeg
withNotionals
(const std::vector< Real > ¬ionals)
RangeAccrualLeg
withObservationConvention
(BusinessDayConvention)
RangeAccrualLeg
withObservationTenor
(const Period &)
RangeAccrualLeg
withPaymentAdjustment
(BusinessDayConvention)
RangeAccrualLeg
withPaymentDayCounter
(const DayCounter &)
RangeAccrualLeg
withSpreads
(Spread spread)
RangeAccrualLeg
withSpreads
(const std::vector< Spread > &spreads)
RangeAccrualLeg
withUpperTriggers
(Rate trigger)
RangeAccrualLeg
withUpperTriggers
(const std::vector< Rate > &triggers)
RangeAccrualLeg
Generated by
Doxygen
1.9.5