Reference manual - version qle_version
helper class building a sequence of equity margin coupons More...
#include <qle/cashflows/equitymargincoupon.hpp>
Public Member Functions | |
| EquityMarginLeg (const Schedule &schedule, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr) | |
| EquityMarginLeg & | withCouponRates (Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual) |
| EquityMarginLeg & | withCouponRates (const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual) |
| EquityMarginLeg & | withCouponRates (const InterestRate &) |
| EquityMarginLeg & | withCouponRates (const std::vector< InterestRate > &) |
| EquityMarginLeg & | withInitialMarginFactor (const Real &marginFactor) |
| EquityMarginLeg & | withNotional (Real notional) |
| EquityMarginLeg & | withNotionals (const std::vector< Real > ¬ionals) |
| EquityMarginLeg & | withPaymentDayCounter (const DayCounter &dayCounter) |
| EquityMarginLeg & | withPaymentAdjustment (BusinessDayConvention convention) |
| EquityMarginLeg & | withPaymentLag (Natural paymentLag) |
| EquityMarginLeg & | withPaymentCalendar (const Calendar &calendar) |
| EquityMarginLeg & | withTotalReturn (bool) |
| EquityMarginLeg & | withDividendFactor (Real) |
| EquityMarginLeg & | withInitialPrice (Real) |
| EquityMarginLeg & | withInitialPriceIsInTargetCcy (bool) |
| EquityMarginLeg & | withFixingDays (Natural) |
| EquityMarginLeg & | withValuationSchedule (const Schedule &valuationSchedule) |
| EquityMarginLeg & | withNotionalReset (bool) |
| EquityMarginLeg & | withQuantity (Real) |
| EquityMarginLeg & | withMultiplier (Real) |
| operator Leg () const | |
helper class building a sequence of equity margin coupons