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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
SubPeriodsLeg
SubPeriodsLeg Member List
This is the complete list of members for
SubPeriodsLeg
, including all inherited members.
averagingMethod_
SubPeriodsLeg
private
couponSpreads_
SubPeriodsLeg
private
exCouponAdjustment_
SubPeriodsLeg
private
exCouponCalendar_
SubPeriodsLeg
private
exCouponEndOfMonth_
SubPeriodsLeg
private
exCouponPeriod_
SubPeriodsLeg
private
fixingDays_
SubPeriodsLeg
private
gearings_
SubPeriodsLeg
private
index_
SubPeriodsLeg
private
notionals_
SubPeriodsLeg
private
operator Leg
() const
SubPeriodsLeg
paymentAdjustment_
SubPeriodsLeg
private
paymentCalendar_
SubPeriodsLeg
private
paymentDayCounter_
SubPeriodsLeg
private
paymentLag_
SubPeriodsLeg
private
rateSpreads_
SubPeriodsLeg
private
schedule_
SubPeriodsLeg
private
SubPeriodsLeg
(Schedule schedule, ext::shared_ptr< IborIndex > index)
SubPeriodsLeg
withAveragingMethod
(RateAveraging::Type averagingMethod)
SubPeriodsLeg
withCouponSpreads
(Spread spread)
SubPeriodsLeg
withCouponSpreads
(const std::vector< Spread > &spreads)
SubPeriodsLeg
withExCouponPeriod
(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
SubPeriodsLeg
withFixingDays
(Natural fixingDays)
SubPeriodsLeg
withFixingDays
(const std::vector< Natural > &fixingDays)
SubPeriodsLeg
withGearings
(Real gearing)
SubPeriodsLeg
withGearings
(const std::vector< Real > &gearings)
SubPeriodsLeg
withNotionals
(Real notional)
SubPeriodsLeg
withNotionals
(const std::vector< Real > ¬ionals)
SubPeriodsLeg
withPaymentAdjustment
(BusinessDayConvention)
SubPeriodsLeg
withPaymentCalendar
(const Calendar &)
SubPeriodsLeg
withPaymentDayCounter
(const DayCounter &)
SubPeriodsLeg
withPaymentLag
(Integer lag)
SubPeriodsLeg
withRateSpreads
(Spread spread)
SubPeriodsLeg
withRateSpreads
(const std::vector< Spread > &spreads)
SubPeriodsLeg
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