QuantLibAddin::RangeAccrualFloatersCoupon Class Reference
#include <qlo/rangeaccrual.hpp>
Inheritance diagram for QuantLibAddin::RangeAccrualFloatersCoupon:
Collaboration diagram for QuantLibAddin::RangeAccrualFloatersCoupon:
Public Member Functions | |
| RangeAccrualFloatersCoupon (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real nominal, const QuantLib::Date &paymentDate, const boost::shared_ptr< QuantLib::IborIndex > &index, const QuantLib::Date &startDate, const QuantLib::Date &endDate, QuantLib::Integer fixingDays, const QuantLib::DayCounter &dayCounter, QuantLib::Real gearing, QuantLib::Rate spread, const QuantLib::Date &refPeriodStart, const QuantLib::Date &refPeriodEnd, const boost::shared_ptr< QuantLib::Schedule > &observationsSchedule, QuantLib::Real lowerTrigger, QuantLib::Real upperTrigger, bool permanent) | |
| RangeAccrualFloatersCoupon (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Leg &rangeAccrualLeg, QuantLib::Size i, bool permanent) | |
Constructor & Destructor Documentation
◆ RangeAccrualFloatersCoupon() [1/2]
| QuantLibAddin::RangeAccrualFloatersCoupon::RangeAccrualFloatersCoupon | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| QuantLib::Real | nominal, | ||
| const QuantLib::Date & | paymentDate, | ||
| const boost::shared_ptr< QuantLib::IborIndex > & | index, | ||
| const QuantLib::Date & | startDate, | ||
| const QuantLib::Date & | endDate, | ||
| QuantLib::Integer | fixingDays, | ||
| const QuantLib::DayCounter & | dayCounter, | ||
| QuantLib::Real | gearing, | ||
| QuantLib::Rate | spread, | ||
| const QuantLib::Date & | refPeriodStart, | ||
| const QuantLib::Date & | refPeriodEnd, | ||
| const boost::shared_ptr< QuantLib::Schedule > & | observationsSchedule, | ||
| QuantLib::Real | lowerTrigger, | ||
| QuantLib::Real | upperTrigger, | ||
| bool | permanent | ||
| ) |
◆ RangeAccrualFloatersCoupon() [2/2]
| QuantLibAddin::RangeAccrualFloatersCoupon::RangeAccrualFloatersCoupon | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Leg & | rangeAccrualLeg, | ||
| QuantLib::Size | i, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: