org.jquantlib.cashflow

Class CmsLeg

java.lang.Object

org.jquantlib.cashflow.CmsLeg

public class CmsLeg
extends java.lang.Object

Helper class building a sequence of capped/floored cms-rate coupons

Constructor Summary

Constructors

Constructor and Description
CmsLeg(Schedule schedule, SwapIndex swapIndex)

Method Summary

Modifier and Type	Method and Description
CmsLeg	inArrears(boolean flag)
Leg	Leg()
CmsLeg	withCaps(Array caps)
CmsLeg	withCaps(double cap)
CmsLeg	withFixingDays(Array fixingDays)
CmsLeg	withFixingDays(int fixingDays)
CmsLeg	withFloors(Array floors)
CmsLeg	withFloors(double floor)
CmsLeg	withGearings(Array gearings)
CmsLeg	withGearings(double gearing)
CmsLeg	withNotionals(Array notionals)
CmsLeg	withNotionals(double notional)
CmsLeg	withPaymentAdjustment(BusinessDayConvention convention)
CmsLeg	withPaymentDayCounter(DayCounter dayCounter)
CmsLeg	withSpreads(Array spreads)
CmsLeg	withSpreads(double spread)
CmsLeg	withZeroPayments(boolean flag)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CmsLeg

public CmsLeg(Schedule schedule,
              SwapIndex swapIndex)

Method Detail

withNotionals

public CmsLeg withNotionals(double notional)

withNotionals

public CmsLeg withNotionals(Array notionals)

withPaymentDayCounter

public CmsLeg withPaymentDayCounter(DayCounter dayCounter)

withPaymentAdjustment

public CmsLeg withPaymentAdjustment(BusinessDayConvention convention)

withFixingDays

public CmsLeg withFixingDays(int fixingDays)

withFixingDays

public CmsLeg withFixingDays(Array fixingDays)

withGearings

public CmsLeg withGearings(double gearing)

withGearings

public CmsLeg withGearings(Array gearings)

withSpreads

public CmsLeg withSpreads(double spread)

withSpreads

public CmsLeg withSpreads(Array spreads)

withCaps

public CmsLeg withCaps(double cap)

withCaps

public CmsLeg withCaps(Array caps)

withFloors

public CmsLeg withFloors(double floor)

withFloors

public CmsLeg withFloors(Array floors)

inArrears

public CmsLeg inArrears(boolean flag)

withZeroPayments

public CmsLeg withZeroPayments(boolean flag)

Leg

public Leg Leg()