Class RangeAccrualLeg

Hierarchy

RangeAccrualLeg

Implements

NullaryFunction<Leg>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new RangeAccrualLeg(schedule: Schedule, index: IborIndex): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:628
Parameters
- schedule: Schedule
- index: IborIndex
Returns RangeAccrualLeg

Properties

Private _fixingDays

_fixingDays: Natural[]

Private _gearings

_gearings: Real[]

Private _index

_index: IborIndex

Private _lowerTriggers

_lowerTriggers: Rate[]

Private _notionals

_notionals: Real[]

Private _observationConvention

_observationConvention: BusinessDayConvention

Private _observationTenor

_observationTenor: Period

Private _paymentAdjustment

_paymentAdjustment: BusinessDayConvention

Private _paymentDayCounter

_paymentDayCounter: DayCounter

Private _schedule

_schedule: Schedule

Private _spreads

_spreads: Spread[]

Private _upperTriggers

_upperTriggers: Rate[]

Methods

f

f(): Leg

Implementation of NullaryFunction.f
- Defined in ql/cashflows/rangeaccrual.ts:717
Returns Leg

withFixingDays1

withFixingDays1(fixingDays: Natural): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:656
Parameters
- fixingDays: Natural
Returns RangeAccrualLeg

withFixingDays2

withFixingDays2(fixingDays: Natural[]): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:661
Parameters
- fixingDays: Natural[]
Returns RangeAccrualLeg

withGearings1

withGearings1(gearing: Real): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:666
Parameters
- gearing: Real
Returns RangeAccrualLeg

withGearings2

withGearings2(gearings: Real[]): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:671
Parameters
- gearings: Real[]
Returns RangeAccrualLeg

withLowerTriggers1

withLowerTriggers1(trigger: Rate): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:686
Parameters
- trigger: Rate
Returns RangeAccrualLeg

withLowerTriggers2

withLowerTriggers2(triggers: Rate[]): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:691
Parameters
- triggers: Rate[]
Returns RangeAccrualLeg

withNotionals1

withNotionals1(notional: Real): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:636
Parameters
- notional: Real
Returns RangeAccrualLeg

withNotionals2

withNotionals2(notionals: Real[]): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:641
Parameters
- notionals: Real[]
Returns RangeAccrualLeg

withObservationConvention

withObservationConvention(convention: BusinessDayConvention): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:711
Parameters
- convention: BusinessDayConvention
Returns RangeAccrualLeg

withObservationTenor

withObservationTenor(tenor: Period): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:706
Parameters
- tenor: Period
Returns RangeAccrualLeg

withPaymentAdjustment

withPaymentAdjustment(convention: BusinessDayConvention): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:651
Parameters
- convention: BusinessDayConvention
Returns RangeAccrualLeg

withPaymentDayCounter

withPaymentDayCounter(dayCounter: DayCounter): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:646
Parameters
- dayCounter: DayCounter
Returns RangeAccrualLeg

withSpreads1

withSpreads1(spread: Spread): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:676
Parameters
- spread: Spread
Returns RangeAccrualLeg

withSpreads2

withSpreads2(spreads: Spread[]): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:681
Parameters
- spreads: Spread[]
Returns RangeAccrualLeg

withUpperTriggers1

withUpperTriggers1(trigger: Rate): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:696
Parameters
- trigger: Rate
Returns RangeAccrualLeg

withUpperTriggers2

withUpperTriggers2(triggers: Rate[]): RangeAccrualLeg

- Defined in ql/cashflows/rangeaccrual.ts:701
Parameters
- triggers: Rate[]
Returns RangeAccrualLeg