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