QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
AverageBMALeg Class Reference

helper class building a sequence of average BMA coupons More...

#include <ql/cashflows/averagebmacoupon.hpp>

Public Member Functions

 AverageBMALeg (const Schedule &schedule, const boost::shared_ptr< BMAIndex > &index)
 
AverageBMALegwithNotionals (Real notional)
 
AverageBMALegwithNotionals (const std::vector< Real > &notionals)
 
AverageBMALegwithPaymentDayCounter (const DayCounter &)
 
AverageBMALegwithPaymentAdjustment (BusinessDayConvention)
 
AverageBMALegwithGearings (Real gearing)
 
AverageBMALegwithGearings (const std::vector< Real > &gearings)
 
AverageBMALegwithSpreads (Spread spread)
 
AverageBMALegwithSpreads (const std::vector< Spread > &spreads)
 
 operator Leg () const
 

Detailed Description

helper class building a sequence of average BMA coupons