Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Public Member Functions | Private Attributes

QuantLib::OvernightLeg Class Reference

helper class building a sequence of overnight coupons More...

#include <overnightindexedcoupon.hpp>

Collaboration diagram for QuantLib::OvernightLeg:
Collaboration graph

List of all members.

Public Member Functions

 operator Leg () const
 OvernightLeg (const Schedule &schedule, const boost::shared_ptr< OvernightIndex > &overnightIndex)
OvernightLegwithGearings (Real gearing)
OvernightLegwithGearings (const std::vector< Real > &gearings)
OvernightLegwithNotionals (Real notional)
OvernightLegwithNotionals (const std::vector< Real > &notionals)
OvernightLegwithPaymentAdjustment (BusinessDayConvention)
OvernightLegwithPaymentDayCounter (const DayCounter &)
OvernightLegwithSpreads (Spread spread)
OvernightLegwithSpreads (const std::vector< Spread > &spreads)

Private Attributes

std::vector< Realgearings_
std::vector< Realnotionals_
boost::shared_ptr< OvernightIndexovernightIndex_
BusinessDayConvention paymentAdjustment_
DayCounter paymentDayCounter_
Schedule schedule_
std::vector< Spreadspreads_

Detailed Description

helper class building a sequence of overnight coupons

Definition at line 78 of file overnightindexedcoupon.hpp.

The documentation for this class was generated from the following files:

Generated by  Doxygen 1.6.0   Back to index