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Public Member Functions | Private Attributes

QuantLib::yoyInflationLeg Class Reference

#include <yoyinflationcoupon.hpp>

Collaboration diagram for QuantLib::yoyInflationLeg:
Collaboration graph

List of all members.

Public Member Functions

 operator Leg () const
yoyInflationLegwithCaps (Rate cap)
yoyInflationLegwithCaps (const std::vector< Rate > &caps)
yoyInflationLegwithFixingDays (Natural fixingDays)
yoyInflationLegwithFixingDays (const std::vector< Natural > &fixingDays)
yoyInflationLegwithFloors (const std::vector< Rate > &floors)
yoyInflationLegwithFloors (Rate floor)
yoyInflationLegwithGearings (Real gearing)
yoyInflationLegwithGearings (const std::vector< Real > &gearings)
yoyInflationLegwithNotionals (Real notional)
yoyInflationLegwithNotionals (const std::vector< Real > &notionals)
yoyInflationLegwithPaymentAdjustment (BusinessDayConvention)
yoyInflationLegwithPaymentDayCounter (const DayCounter &)
yoyInflationLegwithSpreads (Spread spread)
yoyInflationLegwithSpreads (const std::vector< Spread > &spreads)
 yoyInflationLeg (const Schedule &schedule, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag)

Private Attributes

std::vector< Ratecaps_
std::vector< NaturalfixingDays_
std::vector< Ratefloors_
std::vector< Realgearings_
< YoYInflationIndex
std::vector< Realnotionals_
Period observationLag_
BusinessDayConvention paymentAdjustment_
Calendar paymentCalendar_
DayCounter paymentDayCounter_
Schedule schedule_
std::vector< Spreadspreads_

Detailed Description

Helper class building a sequence of capped/floored yoy inflation coupons payoff is: spread + gearing x index

Definition at line 91 of file yoyinflationcoupon.hpp.

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

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