Reference manual - version qle_version
Public Member Functions | |
| MakeSubPeriodsSwap (const Period &swapTenor, const QuantLib::ext::shared_ptr< IborIndex > &index, Rate fixedRate, const Period &floatPayTenor, const Period &forwardStart=0 *Days) | |
| operator SubPeriodsSwap () const | |
| operator QuantLib::ext::shared_ptr< SubPeriodsSwap > () const | |
| MakeSubPeriodsSwap & | withEffectiveDate (const Date &) |
| MakeSubPeriodsSwap & | withNominal (Real n) |
| MakeSubPeriodsSwap & | withIsPayer (bool p) |
| MakeSubPeriodsSwap & | withSettlementDays (Natural settlementDays) |
| MakeSubPeriodsSwap & | withFixedLegTenor (const Period &t) |
| MakeSubPeriodsSwap & | withFixedLegCalendar (const Calendar &cal) |
| MakeSubPeriodsSwap & | withFixedLegConvention (BusinessDayConvention bdc) |
| MakeSubPeriodsSwap & | withFixedLegRule (DateGeneration::Rule r) |
| MakeSubPeriodsSwap & | withFixedLegDayCount (const DayCounter &dc) |
| MakeSubPeriodsSwap & | withSubCouponsType (const QuantExt::SubPeriodsCoupon1::Type &st) |
| MakeSubPeriodsSwap & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountCurve) |
| MakeSubPeriodsSwap & | withPricingEngine (const QuantLib::ext::shared_ptr< PricingEngine > &engine) |