RangeAccrualLeg Class Reference

helper class building a sequence of range-accrual floating-rate coupons More...

#include <ql/cashflows/rangeaccrual.hpp>

List of all members.

Public Member Functions

 RangeAccrualLeg (const Schedule &schedule, const boost::shared_ptr< IborIndex > &index)
RangeAccrualLegwithNotionals (Real notional)
RangeAccrualLegwithNotionals (const std::vector< Real > &notionals)
RangeAccrualLegwithPaymentDayCounter (const DayCounter &)
RangeAccrualLegwithPaymentAdjustment (BusinessDayConvention)
RangeAccrualLegwithFixingDays (Natural fixingDays)
RangeAccrualLegwithFixingDays (const std::vector< Natural > &fixingDays)
RangeAccrualLegwithGearings (Real gearing)
RangeAccrualLegwithGearings (const std::vector< Real > &gearings)
RangeAccrualLegwithSpreads (Spread spread)
RangeAccrualLegwithSpreads (const std::vector< Spread > &spreads)
RangeAccrualLegwithLowerTriggers (Rate trigger)
RangeAccrualLegwithLowerTriggers (const std::vector< Rate > &triggers)
RangeAccrualLegwithUpperTriggers (Rate trigger)
RangeAccrualLegwithUpperTriggers (const std::vector< Rate > &triggers)
RangeAccrualLegwithObservationTenor (const Period &)
RangeAccrualLegwithObservationConvention (BusinessDayConvention)
 operator Leg () const

Detailed Description

helper class building a sequence of range-accrual floating-rate coupons