Class AverageBMALeg

Hierarchy

AverageBMALeg

Implements

NullaryFunction<Leg>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new AverageBMALeg(schedule: Schedule, index: BMAIndex): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:94
Parameters
- schedule: Schedule
- index: BMAIndex
Returns AverageBMALeg

Properties

Private _gearings

_gearings: Real[] = []

Private _index

_index: BMAIndex

Private _notionals

_notionals: Real[] = []

Private _paymentAdjustment

_paymentAdjustment: BusinessDayConvention

Private _paymentDayCounter

_paymentDayCounter: DayCounter

Private _schedule

_schedule: Schedule

Private _spreads

_spreads: Spread[] = []

Methods

f

f(): Leg

Implementation of NullaryFunction.f
- Defined in ql/cashflows/averagebmacoupon.ts:141
Returns Leg

withGearings1

withGearings1(gearing: Real): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:121
Parameters
- gearing: Real
Returns AverageBMALeg

withGearings2

withGearings2(gearings: Real[]): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:126
Parameters
- gearings: Real[]
Returns AverageBMALeg

withNotionals1

withNotionals1(notional: Real): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:101
Parameters
- notional: Real
Returns AverageBMALeg

withNotionals2

withNotionals2(notionals: Real[]): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:106
Parameters
- notionals: Real[]
Returns AverageBMALeg

withPaymentAdjustment

withPaymentAdjustment(convention: BusinessDayConvention): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:116
Parameters
- convention: BusinessDayConvention
Returns AverageBMALeg

withPaymentDayCounter

withPaymentDayCounter(dayCounter: DayCounter): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:111
Parameters
- dayCounter: DayCounter
Returns AverageBMALeg

withSpreads1

withSpreads1(spread: Spread): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:131
Parameters
- spread: Spread
Returns AverageBMALeg

withSpreads2

withSpreads2(spreads: Spread[]): AverageBMALeg

- Defined in ql/cashflows/averagebmacoupon.ts:136
Parameters
- spreads: Spread[]
Returns AverageBMALeg