Inheritance diagram for QuantLibAddin::RangeAccrualLeg:

Collaboration diagram for QuantLibAddin::RangeAccrualLeg:

Public Member Functions
	RangeAccrualLeg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::BusinessDayConvention paymentConvention, const std::vector< QuantLib::Real > &nominals, const boost::shared_ptr< QuantLib::Schedule > &schedule, const std::vector< QuantLib::Natural > &fixingDays, const QuantLib::DayCounter &paymentDayCounter, const std::vector< QuantLib::Rate > &lowerTriggers, const std::vector< QuantLib::Real > &gearings, const boost::shared_ptr< QuantLib::IborIndex > &index, const std::vector< QuantLib::Spread > &spreads, const std::vector< QuantLib::Rate > &upperTriggers, const QuantLib::Period &observationTenor, QuantLib::BusinessDayConvention observationConvention, bool permanent)

Public Member Functions inherited from QuantLibAddin::Leg
	Leg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Real > &amounts, const std::vector< QuantLib::Date > &dates, bool toBeSorted, bool permanent)

	Leg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::CapFloor > &capFloor, bool permanent)

	Leg (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::Swap > &swap, QuantLib::Size i, bool permanent)

void	setCouponPricers (const std::vector< boost::shared_ptr< QuantLibAddin::FloatingRateCouponPricer > > &)

std::vector< std::vector< ObjectHandler::property_t > >	flowAnalysis (const QuantLib::Date &d) const

Constructor & Destructor Documentation

◆ RangeAccrualLeg()

QuantLibAddin::RangeAccrualLeg::RangeAccrualLeg	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::BusinessDayConvention	paymentConvention,
		const std::vector< QuantLib::Real > &	nominals,
		const boost::shared_ptr< QuantLib::Schedule > &	schedule,
		const std::vector< QuantLib::Natural > &	fixingDays,
		const QuantLib::DayCounter &	paymentDayCounter,
		const std::vector< QuantLib::Rate > &	lowerTriggers,
		const std::vector< QuantLib::Real > &	gearings,
		const boost::shared_ptr< QuantLib::IborIndex > &	index,
		const std::vector< QuantLib::Spread > &	spreads,
		const std::vector< QuantLib::Rate > &	upperTriggers,
		const QuantLib::Period &	observationTenor,
		QuantLib::BusinessDayConvention	observationConvention,
		bool	permanent
	)

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