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Reference manual - version ored_version
ZeroCouponFixedLegBuilder Class Reference
Inheritance diagram for ZeroCouponFixedLegBuilder:

Public Member Functions

Leg buildLeg (const LegData &data, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, RequiredFixings &requiredFixings, const string &configuration, const QuantLib::Date &openEndDateReplacement=Null< Date >(), const bool useXbsCurves=false, const bool attachPricer=true, std::set< std::tuple< std::set< std::string >, std::string, std::string > > *productModelEngines=nullptr) const override
Public Member Functions inherited from LegBuilder
 LegBuilder (const LegType &legType)
const LegType & legType () const

Member Function Documentation

◆ buildLeg()

Leg buildLeg ( const LegData & data,
const QuantLib::ext::shared_ptr< EngineFactory > & engineFactory,
RequiredFixings & requiredFixings,
const string & configuration,
const QuantLib::Date & openEndDateReplacement = Null< Date >(),
const bool useXbsCurves = false,
const bool attachPricer = true,
std::set< std::tuple< std::set< std::string >, std::string, std::string > > * productModelEngines = nullptr ) const
overridevirtual

Implements LegBuilder.