NonStandardYoYInflationLeg Class Reference

Public Member Functions
	NonStandardYoYInflationLeg (const Schedule &schedule, const Calendar &cal, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag)
NonStandardYoYInflationLeg &	withNotionals (Real notional)
NonStandardYoYInflationLeg &	withNotionals (const std::vector< Real > &notionals)
NonStandardYoYInflationLeg &	withPaymentDayCounter (const DayCounter &)
NonStandardYoYInflationLeg &	withPaymentAdjustment (BusinessDayConvention)
NonStandardYoYInflationLeg &	withFixingDays (Natural fixingDays)
NonStandardYoYInflationLeg &	withFixingDays (const std::vector< Natural > &fixingDays)
NonStandardYoYInflationLeg &	withGearings (Real gearing)
NonStandardYoYInflationLeg &	withGearings (const std::vector< Real > &gearings)
NonStandardYoYInflationLeg &	withSpreads (Spread spread)
NonStandardYoYInflationLeg &	withSpreads (const std::vector< Spread > &spreads)
NonStandardYoYInflationLeg &	withCaps (Rate cap)
NonStandardYoYInflationLeg &	withCaps (const std::vector< Rate > &caps)
NonStandardYoYInflationLeg &	withFloors (Rate floor)
NonStandardYoYInflationLeg &	withFloors (const std::vector< Rate > &floors)
NonStandardYoYInflationLeg &	withRateCurve (const Handle< YieldTermStructure > &rateCurve)
NonStandardYoYInflationLeg &	withInflationNotional (bool addInflationNotional_)
NonStandardYoYInflationLeg &	withObservationInterpolation (QuantLib::CPI::InterpolationType interpolation)
	operator Leg () const