Linux Manuals session 3

QuantLib::MakeVanillaSwap – helper class Synopsis MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) operator VanillaSwap () const operator boost::shared_ptr< VanillaSwap > () const MakeVanillaSwap & receiveFixed (bool flag=true) MakeVanillaSwap & withType (VanillaSwap::Type type) MakeVanillaSwap & withNominal (Real n) MakeVanillaSwap & withEffectiveDate (const Date &) MakeVanillaSwap &…

QuantLib::MakeVanillaSwap – helper class Synopsis MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) operator VanillaSwap () const operator boost::shared_ptr< VanillaSwap > () const MakeVanillaSwap & receiveFixed (bool flag=true) MakeVanillaSwap & withType (VanillaSwap::Type type) MakeVanillaSwap & withNominal (Real n) MakeVanillaSwap & withEffectiveDate (const Date &) MakeVanillaSwap &…

QuantLib::MakeVanillaSwap – helper class Synopsis MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) operator VanillaSwap () const operator boost::shared_ptr< VanillaSwap > () const MakeVanillaSwap & receiveFixed (bool flag=true) MakeVanillaSwap & withType (VanillaSwap::Type type) MakeVanillaSwap & withNominal (Real n) MakeVanillaSwap & withEffectiveDate (const Date &) MakeVanillaSwap &…

QuantLib::MakeVanillaSwap – helper class Synopsis MakeVanillaSwap (const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) operator VanillaSwap () const operator boost::shared_ptr< VanillaSwap > () const MakeVanillaSwap & receiveFixed (bool flag=true) MakeVanillaSwap & withType (VanillaSwap::Type type) MakeVanillaSwap & withNominal (Real n) MakeVanillaSwap & withEffectiveDate (const Date &) MakeVanillaSwap &…

QuantLib::FixedRateLeg – helper class building a sequence of fixed rate coupons Synopsis #include <ql/cashflows/fixedratecoupon.hpp> Public Member Functions FixedRateLeg (const Schedule &schedule, const DayCounter &paymentDayCounter) FixedRateLeg & withNotionals (Real) FixedRateLeg & withNotionals (const std::vector< Real > &) FixedRateLeg & withCouponRates (Rate) FixedRateLeg & withCouponRates (const InterestRate &) FixedRateLeg & withCouponRates (const std::vector< Rate > &) FixedRateLeg…

QuantLib::MakeCapFloor – helper class Synopsis MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days) operator CapFloor () const operator boost::shared_ptr< CapFloor > () const MakeCapFloor & withNominal (Real n) MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded) MakeCapFloor & withTenor (const Period &t) MakeCapFloor &…

QuantLib::MakeSwaption – helper class Synopsis MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Period &optionTenor, Rate strike=Null< Rate >()) operator Swaption () const operator boost::shared_ptr< Swaption > () const MakeSwaption & withSettlementType (Settlement::Type delivery) MakeSwaption & withOptionConvention (BusinessDayConvention bdc) MakeSwaption & withExerciseDate (const Date &) MakeSwaption & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine) Public Member Functions…

QuantLib::MakeCapFloor – helper class Synopsis MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days) operator CapFloor () const operator boost::shared_ptr< CapFloor > () const MakeCapFloor & withNominal (Real n) MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded) MakeCapFloor & withTenor (const Period &t) MakeCapFloor &…

QuantLib::MakeCapFloor – helper class Synopsis MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days) operator CapFloor () const operator boost::shared_ptr< CapFloor > () const MakeCapFloor & withNominal (Real n) MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded) MakeCapFloor & withTenor (const Period &t) MakeCapFloor &…

QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…

QuantLib::MakeCapFloor – helper class Synopsis MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days) operator CapFloor () const operator boost::shared_ptr< CapFloor > () const MakeCapFloor & withNominal (Real n) MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded) MakeCapFloor & withTenor (const Period &t) MakeCapFloor &…

QuantLib::FixedRateLeg – helper class building a sequence of fixed rate coupons Synopsis #include <ql/cashflows/fixedratecoupon.hpp> Public Member Functions FixedRateLeg (const Schedule &schedule, const DayCounter &paymentDayCounter) FixedRateLeg & withNotionals (Real) FixedRateLeg & withNotionals (const std::vector< Real > &) FixedRateLeg & withCouponRates (Rate) FixedRateLeg & withCouponRates (const InterestRate &) FixedRateLeg & withCouponRates (const std::vector< Rate > &) FixedRateLeg…

QuantLib::MakeCapFloor – helper class Synopsis MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days) operator CapFloor () const operator boost::shared_ptr< CapFloor > () const MakeCapFloor & withNominal (Real n) MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded) MakeCapFloor & withTenor (const Period &t) MakeCapFloor &…

QuantLib::MakeMCPathBasketEngine – Monte Carlo Path Basket engine factory. Synopsis MakeMCPathBasketEngine & withSteps (Size steps) MakeMCPathBasketEngine & withBrownianBridge (bool b=true) MakeMCPathBasketEngine & withSamples (Size samples) MakeMCPathBasketEngine & withTolerance (Real tolerance) MakeMCPathBasketEngine & withMaxSamples (Size samples) MakeMCPathBasketEngine & withSeed (BigNatural seed) MakeMCPathBasketEngine & withAntitheticVariate (bool b=true) MakeMCPathBasketEngine & withControlVariate (bool b=true) operator boost::shared_ptr< PricingEngine > () const…

QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…

QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…

QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…

QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…

QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…

QuantLib::MakeCms – helper class for instantiating CMS Synopsis MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, const boost::shared_ptr< IborIndex > &iborIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) MakeCms (const Period &swapTenor, const boost::shared_ptr< SwapIndex > &swapIndex, Spread iborSpread=0.0, const Period &forwardStart=0 *Days) operator Swap () const operator boost::shared_ptr< Swap > () const MakeCms &…