FixedRateLeg (3) Linux Manual Page
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