QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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helper class building a sequence of capped/floored ibor-rate coupons More...
#include <ql/cashflows/iborcoupon.hpp>
Private Attributes | |
Schedule | schedule_ |
ext::shared_ptr< IborIndex > | index_ |
std::vector< Real > | notionals_ |
DayCounter | paymentDayCounter_ |
BusinessDayConvention | paymentAdjustment_ = Following |
Natural | paymentLag_ = 0 |
Calendar | paymentCalendar_ |
std::vector< Natural > | fixingDays_ |
std::vector< Real > | gearings_ |
std::vector< Spread > | spreads_ |
std::vector< Rate > | caps_ |
std::vector< Rate > | floors_ |
bool | inArrears_ = false |
bool | zeroPayments_ = false |
Period | exCouponPeriod_ |
Calendar | exCouponCalendar_ |
BusinessDayConvention | exCouponAdjustment_ = Unadjusted |
bool | exCouponEndOfMonth_ = false |
ext::optional< bool > | useIndexedCoupons_ |
helper class building a sequence of capped/floored ibor-rate coupons
Definition at line 133 of file iborcoupon.hpp.
Definition at line 153 of file iborcoupon.cpp.
Definition at line 163 of file iborcoupon.cpp.
IborLeg & withPaymentDayCounter | ( | const DayCounter & | dayCounter | ) |
IborLeg & withPaymentAdjustment | ( | BusinessDayConvention | convention | ) |
Definition at line 183 of file iborcoupon.cpp.
Definition at line 193 of file iborcoupon.cpp.
Definition at line 203 of file iborcoupon.cpp.
Definition at line 213 of file iborcoupon.cpp.
Definition at line 223 of file iborcoupon.cpp.
Definition at line 233 of file iborcoupon.cpp.
Definition at line 243 of file iborcoupon.cpp.
IborLeg & withExCouponPeriod | ( | const Period & | period, |
const Calendar & | cal, | ||
BusinessDayConvention | convention, | ||
bool | endOfMonth = false |
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Definition at line 259 of file iborcoupon.cpp.
Definition at line 264 of file iborcoupon.cpp.
operator Leg | ( | ) | const |
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Definition at line 163 of file iborcoupon.hpp.
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Definition at line 164 of file iborcoupon.hpp.
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Definition at line 165 of file iborcoupon.hpp.
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Definition at line 166 of file iborcoupon.hpp.
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Definition at line 167 of file iborcoupon.hpp.
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Definition at line 168 of file iborcoupon.hpp.
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Definition at line 169 of file iborcoupon.hpp.
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Definition at line 170 of file iborcoupon.hpp.
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Definition at line 171 of file iborcoupon.hpp.
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Definition at line 172 of file iborcoupon.hpp.
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Definition at line 173 of file iborcoupon.hpp.
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Definition at line 173 of file iborcoupon.hpp.
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Definition at line 174 of file iborcoupon.hpp.
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Definition at line 174 of file iborcoupon.hpp.
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Definition at line 175 of file iborcoupon.hpp.
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Definition at line 176 of file iborcoupon.hpp.
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Definition at line 177 of file iborcoupon.hpp.
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Definition at line 178 of file iborcoupon.hpp.
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Definition at line 179 of file iborcoupon.hpp.