QuantLib_FixedRateLeg (3) - Linux Manuals
QuantLib_FixedRateLeg: helper class building a sequence of fixed rate coupons
NAME
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 & withCouponRates (const std::vector< InterestRate > &)
FixedRateLeg & withPaymentAdjustment (BusinessDayConvention)
FixedRateLeg & withFirstPeriodDayCounter (const DayCounter &)
operator Leg () const
Detailed Description
helper class building a sequence of fixed rate coupons
Author
Generated automatically by Doxygen for QuantLib from the source code.