withFixedLegTerminationDateConvention (3) - Linux Manuals
withFixedLegTerminationDateConvention: helper class
NAME
QuantLib::MakeVanillaSwap - helper class
SYNOPSIS
#include <ql/instruments/makevanillaswap.hpp>
Public Member Functions
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 & withTerminationDate (const Date &)
MakeVanillaSwap & withRule (DateGeneration::Rule r)
MakeVanillaSwap & withFixedLegTenor (const Period &t)
MakeVanillaSwap & withFixedLegCalendar (const Calendar &cal)
MakeVanillaSwap & withFixedLegConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFixedLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFixedLegRule (DateGeneration::Rule r)
MakeVanillaSwap & withFixedLegEndOfMonth (bool flag=true)
MakeVanillaSwap & withFixedLegFirstDate (const Date &d)
MakeVanillaSwap & withFixedLegNextToLastDate (const Date &d)
MakeVanillaSwap & withFixedLegDayCount (const DayCounter &dc)
MakeVanillaSwap & withFloatingLegTenor (const Period &t)
MakeVanillaSwap & withFloatingLegCalendar (const Calendar &cal)
MakeVanillaSwap & withFloatingLegConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFloatingLegTerminationDateConvention (BusinessDayConvention bdc)
MakeVanillaSwap & withFloatingLegRule (DateGeneration::Rule r)
MakeVanillaSwap & withFloatingLegEndOfMonth (bool flag=true)
MakeVanillaSwap & withFloatingLegFirstDate (const Date &d)
MakeVanillaSwap & withFloatingLegNextToLastDate (const Date &d)
MakeVanillaSwap & withFloatingLegDayCount (const DayCounter &dc)
MakeVanillaSwap & withFloatingLegSpread (Spread sp)
MakeVanillaSwap & withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
Detailed Description
helper class
This class provides a more comfortable way to instantiate standard market swap.
Author
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