helper class building a sequence of digital ibor-rate coupons More...
#include <ql/experimental/coupons/digitalcmsspreadcoupon.hpp>
Public Member Functions | |
DigitalCmsSpreadLeg (const Schedule &schedule, const ext::shared_ptr< SwapSpreadIndex > &index) | |
DigitalCmsSpreadLeg & | withNotionals (Real notional) |
DigitalCmsSpreadLeg & | withNotionals (const std::vector< Real > ¬ionals) |
DigitalCmsSpreadLeg & | withPaymentDayCounter (const DayCounter &) |
DigitalCmsSpreadLeg & | withPaymentAdjustment (BusinessDayConvention) |
DigitalCmsSpreadLeg & | withFixingDays (Natural fixingDays) |
DigitalCmsSpreadLeg & | withFixingDays (const std::vector< Natural > &fixingDays) |
DigitalCmsSpreadLeg & | withGearings (Real gearing) |
DigitalCmsSpreadLeg & | withGearings (const std::vector< Real > &gearings) |
DigitalCmsSpreadLeg & | withSpreads (Spread spread) |
DigitalCmsSpreadLeg & | withSpreads (const std::vector< Spread > &spreads) |
DigitalCmsSpreadLeg & | inArrears (bool flag=true) |
DigitalCmsSpreadLeg & | withCallStrikes (Rate strike) |
DigitalCmsSpreadLeg & | withCallStrikes (const std::vector< Rate > &strikes) |
DigitalCmsSpreadLeg & | withLongCallOption (Position::Type) |
DigitalCmsSpreadLeg & | withCallATM (bool flag=true) |
DigitalCmsSpreadLeg & | withCallPayoffs (Rate payoff) |
DigitalCmsSpreadLeg & | withCallPayoffs (const std::vector< Rate > &payoffs) |
DigitalCmsSpreadLeg & | withPutStrikes (Rate strike) |
DigitalCmsSpreadLeg & | withPutStrikes (const std::vector< Rate > &strikes) |
DigitalCmsSpreadLeg & | withLongPutOption (Position::Type) |
DigitalCmsSpreadLeg & | withPutATM (bool flag=true) |
DigitalCmsSpreadLeg & | withPutPayoffs (Rate payoff) |
DigitalCmsSpreadLeg & | withPutPayoffs (const std::vector< Rate > &payoffs) |
DigitalCmsSpreadLeg & | withReplication (const ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(new DigitalReplication)) |
DigitalCmsSpreadLeg & | withNakedOption (bool nakedOption=true) |
operator Leg () const | |
helper class building a sequence of digital ibor-rate coupons