withAtmSpread (3) - Linux Manuals
withAtmSpread: 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.