Reference manual - version qle_version
Public Member Functions | |
| MakeOISCapFloor (CapFloor::Type type, const Period &tenor, const ext::shared_ptr< OvernightIndex > &index, const Period &rateComputationPeriod, Rate strike, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) | |
| operator Leg () const | |
| MakeOISCapFloor & | withNominal (Real n) |
| MakeOISCapFloor & | withEffectiveDate (const Date &effectiveDate) |
| MakeOISCapFloor & | withSettlementDays (Natural settlementDays) |
| MakeOISCapFloor & | withCalendar (const Calendar &cal) |
| MakeOISCapFloor & | withConvention (BusinessDayConvention bdc) |
| MakeOISCapFloor & | withRule (DateGeneration::Rule r) |
| MakeOISCapFloor & | withDayCount (const DayCounter &dc) |
| MakeOISCapFloor & | withTelescopicValueDates (bool telescopicValueDates) |
| MakeOISCapFloor & | withCouponPricer (const ext::shared_ptr< CappedFlooredOvernightIndexedCouponPricer > &pricer) |
| MakeOISCapFloor & | withDiscountCurve () |