org.jquantlib.cashflow

Class IborLeg

java.lang.Object

org.jquantlib.cashflow.IborLeg

public class IborLeg
extends java.lang.Object

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

Constructor Summary

Constructors

Constructor and Description
IborLeg(Schedule schedule, IborIndex index)

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Detail

IborLeg

public IborLeg(Schedule schedule,
               IborIndex index)

Method Detail

withNotionals

public final IborLeg withNotionals(double notional)

withNotionals

public final IborLeg withNotionals(Array notionals)

withPaymentDayCounter

public final IborLeg withPaymentDayCounter(DayCounter dayCounter)

withPaymentAdjustment

public final IborLeg withPaymentAdjustment(BusinessDayConvention convention)

withFixingDays

public final IborLeg withFixingDays(double fixingDays)

withFixingDays

public final IborLeg withFixingDays(Array fixingDays)

withGearings

public IborLeg withGearings(double gearing)

withGearings

public IborLeg withGearings(Array gearings)

withSpreads

public IborLeg withSpreads(double spread)

withSpreads

public IborLeg withSpreads(Array spreads)

withCaps

public IborLeg withCaps(double cap)

withCaps

public IborLeg withCaps(Array caps)

withFloors

public IborLeg withFloors(double floor)

withFloors

public IborLeg withFloors(Array floors)

inArrears

public IborLeg inArrears(boolean flag)

withZeroPayments

public IborLeg withZeroPayments(boolean flag)

Leg

public Leg Leg()