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Reference manual - version qle_version
MakeFixedBMASwap Class Reference

Public Member Functions

 MakeFixedBMASwap (const Period &swapTenor, const QuantLib::ext::shared_ptr< BMAIndex > &bmaIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days)
 operator FixedBMASwap () const
 operator QuantLib::ext::shared_ptr< FixedBMASwap > () const
MakeFixedBMASwap & receiveFixed (bool flag=true)
MakeFixedBMASwap & withType (FixedBMASwap::Type type)
MakeFixedBMASwap & withNominal (Real n)
MakeFixedBMASwap & withBMALegTenor (const Period &tenor)
MakeFixedBMASwap & withSettlementDays (Natural settlementDays)
MakeFixedBMASwap & withEffectiveDate (const Date &)
MakeFixedBMASwap & withTerminationDate (const Date &)
MakeFixedBMASwap & withFixedLegTenor (const Period &t)
MakeFixedBMASwap & withFixedLegCalendar (const Calendar &cal)
MakeFixedBMASwap & withFixedLegConvention (BusinessDayConvention bdc)
MakeFixedBMASwap & withFixedLegTerminationDateConvention (BusinessDayConvention bdc)
MakeFixedBMASwap & withFixedLegRule (DateGeneration::Rule r)
MakeFixedBMASwap & withFixedLegEndOfMonth (bool flag=true)
MakeFixedBMASwap & withFixedLegFirstDate (const Date &d)
MakeFixedBMASwap & withFixedLegNextToLastDate (const Date &d)
MakeFixedBMASwap & withFixedLegDayCount (const DayCounter &dc)
MakeFixedBMASwap & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountCurve)
MakeFixedBMASwap & withPricingEngine (const QuantLib::ext::shared_ptr< PricingEngine > &engine)