helper class building a sequence of digital ibor-rate coupons More...
#include <ql/cashflows/digitalcmscoupon.hpp>
| Public Member Functions | |
| DigitalCmsLeg (const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index) | |
| DigitalCmsLeg & | withNotionals (Real notional) | 
| DigitalCmsLeg & | withNotionals (const std::vector< Real > ¬ionals) | 
| DigitalCmsLeg & | withPaymentDayCounter (const DayCounter &) | 
| DigitalCmsLeg & | withPaymentAdjustment (BusinessDayConvention) | 
| DigitalCmsLeg & | withFixingDays (Natural fixingDays) | 
| DigitalCmsLeg & | withFixingDays (const std::vector< Natural > &fixingDays) | 
| DigitalCmsLeg & | withGearings (Real gearing) | 
| DigitalCmsLeg & | withGearings (const std::vector< Real > &gearings) | 
| DigitalCmsLeg & | withSpreads (Spread spread) | 
| DigitalCmsLeg & | withSpreads (const std::vector< Spread > &spreads) | 
| DigitalCmsLeg & | inArrears (bool flag=true) | 
| DigitalCmsLeg & | withCallStrikes (Rate strike) | 
| DigitalCmsLeg & | withCallStrikes (const std::vector< Rate > &strikes) | 
| DigitalCmsLeg & | withLongCallOption (Position::Type) | 
| DigitalCmsLeg & | withCallATM (bool flag=true) | 
| DigitalCmsLeg & | withCallPayoffs (Rate payoff) | 
| DigitalCmsLeg & | withCallPayoffs (const std::vector< Rate > &payoffs) | 
| DigitalCmsLeg & | withPutStrikes (Rate strike) | 
| DigitalCmsLeg & | withPutStrikes (const std::vector< Rate > &strikes) | 
| DigitalCmsLeg & | withLongPutOption (Position::Type) | 
| DigitalCmsLeg & | withPutATM (bool flag=true) | 
| DigitalCmsLeg & | withPutPayoffs (Rate payoff) | 
| DigitalCmsLeg & | withPutPayoffs (const std::vector< Rate > &payoffs) | 
| DigitalCmsLeg & | withReplication (const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >(new DigitalReplication)) | 
| operator Leg () const | |
helper class building a sequence of digital ibor-rate coupons