C# Class QLNet.Cashflows.YoYInflationLegBase

Inheritance: RateLegBase
Show file Open project: ammachado/QLNet

Protected Properties

Property Type Description
caps_ List
fixingDays_ List
gearings_ List
index_ YoYInflationIndex
observationLag_ Period
paymentCalendar_ Calendar
spreads_ List

Public Methods

Method Description
withCaps ( List caps ) : YoYInflationLegBase
withCaps ( double cap ) : YoYInflationLegBase
withFixingDays ( List fixingDays ) : YoYInflationLegBase
withFixingDays ( int fixingDays ) : YoYInflationLegBase
withFloors ( List floors ) : YoYInflationLegBase
withFloors ( double floor ) : YoYInflationLegBase
withGearings ( List gearings ) : YoYInflationLegBase
withGearings ( double gearing ) : YoYInflationLegBase
withPaymentDayCounter ( DayCounter dayCounter ) : YoYInflationLegBase
withSpreads ( List spreads ) : YoYInflationLegBase
withSpreads ( double spread ) : YoYInflationLegBase

Method Details

withCaps() public method

public withCaps ( List caps ) : YoYInflationLegBase
caps List
return YoYInflationLegBase

withCaps() public method

public withCaps ( double cap ) : YoYInflationLegBase
cap double
return YoYInflationLegBase

withFixingDays() public method

public withFixingDays ( List fixingDays ) : YoYInflationLegBase
fixingDays List
return YoYInflationLegBase

withFixingDays() public method

public withFixingDays ( int fixingDays ) : YoYInflationLegBase
fixingDays int
return YoYInflationLegBase

withFloors() public method

public withFloors ( List floors ) : YoYInflationLegBase
floors List
return YoYInflationLegBase

withFloors() public method

public withFloors ( double floor ) : YoYInflationLegBase
floor double
return YoYInflationLegBase

withGearings() public method

public withGearings ( List gearings ) : YoYInflationLegBase
gearings List
return YoYInflationLegBase

withGearings() public method

public withGearings ( double gearing ) : YoYInflationLegBase
gearing double
return YoYInflationLegBase

withPaymentDayCounter() public method

public withPaymentDayCounter ( DayCounter dayCounter ) : YoYInflationLegBase
dayCounter QLNet.Time.DayCounter
return YoYInflationLegBase

withSpreads() public method

public withSpreads ( List spreads ) : YoYInflationLegBase
spreads List
return YoYInflationLegBase

withSpreads() public method

public withSpreads ( double spread ) : YoYInflationLegBase
spread double
return YoYInflationLegBase

Property Details

caps_ protected property

protected List caps_
return List

fixingDays_ protected property

protected List fixingDays_
return List

gearings_ protected property

protected List gearings_
return List

index_ protected property

protected YoYInflationIndex index_
return YoYInflationIndex

observationLag_ protected property

protected Period observationLag_
return Period

paymentCalendar_ protected property

protected Calendar paymentCalendar_
return Calendar

spreads_ protected property

protected List spreads_
return List