QuantLib_AverageBMALeg (3) Linux Manual Page

QuantLib::AverageBMALeg – helper class building a sequence of average BMA coupons

Synopsis

#include <ql/cashflows/averagebmacoupon.hpp>

AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index)

AverageBMALeg & withNotionals (Real notional)

AverageBMALeg & withNotionals (const std::vector< Real > &notionals)

AverageBMALeg & withPaymentDayCounter (const DayCounter &)

AverageBMALeg & withPaymentAdjustment (BusinessDayConvention)

AverageBMALeg & withGearings (Real gearing)

AverageBMALeg & withGearings (const std::vector< Real > &gearings)

AverageBMALeg & withSpreads (Spread spread)

AverageBMALeg & withSpreads (const std::vector< Spread > &spreads)

operator Leg () const

helper class building a sequence of average BMA coupons

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