receiveCms (3) - Linux Man Pages

receiveCms: helper class for instantiating CMS

NAME

QuantLib::MakeCms - helper class for instantiating CMS

SYNOPSIS


#include <ql/instruments/makecms.hpp>

Public Member Functions


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 & receiveCms (bool flag=true)

MakeCms & withNominal (Real n)

MakeCms & withEffectiveDate (const Date &)

MakeCms & withCmsLegTenor (const Period &t)

MakeCms & withCmsLegCalendar (const Calendar &cal)

MakeCms & withCmsLegConvention (BusinessDayConvention bdc)

MakeCms & withCmsLegTerminationDateConvention (BusinessDayConvention)

MakeCms & withCmsLegRule (DateGeneration::Rule r)

MakeCms & withCmsLegEndOfMonth (bool flag=true)

MakeCms & withCmsLegFirstDate (const Date &d)

MakeCms & withCmsLegNextToLastDate (const Date &d)

MakeCms & withCmsLegDayCount (const DayCounter &dc)

MakeCms & withFloatingLegTenor (const Period &t)

MakeCms & withFloatingLegCalendar (const Calendar &cal)

MakeCms & withFloatingLegConvention (BusinessDayConvention bdc)

MakeCms & withFloatingLegTerminationDateConvention (BusinessDayConvention bdc)

MakeCms & withFloatingLegRule (DateGeneration::Rule r)

MakeCms & withFloatingLegEndOfMonth (bool flag=true)

MakeCms & withFloatingLegFirstDate (const Date &d)

MakeCms & withFloatingLegNextToLastDate (const Date &d)

MakeCms & withFloatingLegDayCount (const DayCounter &dc)

MakeCms & withAtmSpread (bool flag=true)

MakeCms & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)

MakeCms & withCmsCouponPricer (const boost::shared_ptr< CmsCouponPricer > &couponPricer)

Detailed Description

helper class for instantiating CMS

This class provides a more comfortable way to instantiate standard market constant maturity swap.

Author

Generated automatically by Doxygen for QuantLib from the source code.