yoyInflationLeg Class Reference

#include <ql/cashflows/yoyinflationcoupon.hpp>

List of all members.

Public Member Functions

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

Detailed Description

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