org.jquantlib.cashflow
Class AverageBMALeg
- java.lang.Object
-
- org.jquantlib.cashflow.AverageBMALeg
-
public class AverageBMALeg extends java.lang.ObjectHelper class building a sequence of average BMA coupons
-
-
Constructor Summary
Constructors Constructor and Description AverageBMALeg(Schedule schedule, BMAIndex index)
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method and Description LegLeg()AverageBMALegwithGearings(Array gearings)AverageBMALegwithGearings(double gearing)AverageBMALegwithNotionals(Array notionals)AverageBMALegwithNotionals(double notional)AverageBMALegwithPaymentAdjustment(BusinessDayConvention convention)AverageBMALegwithPaymentDayCounter(DayCounter dayCounter)AverageBMALegwithSpreads(Array spreads)AverageBMALegwithSpreads(double spread)
-
-
-
Method Detail
-
withNotionals
public final AverageBMALeg withNotionals(double notional)
-
withNotionals
public final AverageBMALeg withNotionals(Array notionals)
-
withPaymentDayCounter
public final AverageBMALeg withPaymentDayCounter(DayCounter dayCounter)
-
withPaymentAdjustment
public final AverageBMALeg withPaymentAdjustment(BusinessDayConvention convention)
-
withGearings
public AverageBMALeg withGearings(double gearing)
-
withGearings
public AverageBMALeg withGearings(Array gearings)
-
withSpreads
public AverageBMALeg withSpreads(double spread)
-
withSpreads
public AverageBMALeg withSpreads(Array spreads)
-
Leg
public Leg Leg()
-
-
DataMelt 3.0 © DataMelt by jWork.ORG