FormulaBasedLeg Class Reference

helper class building a sequence of formula based coupons More...

#include <qle/cashflows/formulabasedcoupon.hpp>

Public Member Functions
	FormulaBasedLeg (const Currency &paymentCurrency, const Schedule &schedule, const QuantLib::ext::shared_ptr< FormulaBasedIndex > &index)
FormulaBasedLeg &	withNotionals (Real notional)
FormulaBasedLeg &	withNotionals (const std::vector< Real > &notionals)
FormulaBasedLeg &	withPaymentDayCounter (const DayCounter &)
FormulaBasedLeg &	withPaymentAdjustment (BusinessDayConvention)
FormulaBasedLeg &	withPaymentLag (Natural lag)
FormulaBasedLeg &	withPaymentCalendar (const Calendar &)
FormulaBasedLeg &	withFixingDays (Natural fixingDays)
FormulaBasedLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
FormulaBasedLeg &	inArrears (bool flag=true)
FormulaBasedLeg &	withZeroPayments (bool flag=true)
	operator Leg () const

Detailed Description

helper class building a sequence of formula based coupons