Class yoyInflationLeg

Hierarchy

yoyInflationLeg

Implements

NullaryFunction<Leg>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new yoyInflationLeg(schedule: Schedule, paymentCalendar: Calendar, index: YoYInflationIndex, observationLag: Period): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:83
Parameters
- schedule: Schedule
- paymentCalendar: Calendar
- index: YoYInflationIndex
- observationLag: Period
Returns yoyInflationLeg

Properties

Private _caps

_caps: Rate[]

Private _fixingDays

_fixingDays: Natural[]

Private _floors

_floors: Rate[]

Private _gearings

_gearings: Real[]

Private _index

_index: YoYInflationIndex

Private _notionals

_notionals: Real[]

Private _observationLag

_observationLag: Period

Private _paymentAdjustment

_paymentAdjustment: BusinessDayConvention

Private _paymentCalendar

_paymentCalendar: Calendar

Private _paymentDayCounter

_paymentDayCounter: DayCounter

Private _schedule

_schedule: Schedule

Private _spreads

_spreads: Spread[]

Methods

f

f(): Leg

Implementation of NullaryFunction.f
- Defined in ql/cashflows/yoyinflationcoupon.ts:164
Returns Leg

withCaps1

withCaps1(cap: Rate): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:144
Parameters
- cap: Rate
Returns yoyInflationLeg

withCaps2

withCaps2(caps: Rate[]): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:149
Parameters
- caps: Rate[]
Returns yoyInflationLeg

withFixingDays1

withFixingDays1(fixingDays: Natural): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:114
Parameters
- fixingDays: Natural
Returns yoyInflationLeg

withFixingDays2

withFixingDays2(fixingDays: Natural[]): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:119
Parameters
- fixingDays: Natural[]
Returns yoyInflationLeg

withFloors1

withFloors1(floor: Rate): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:154
Parameters
- floor: Rate
Returns yoyInflationLeg

withFloors2

withFloors2(floors: Rate[]): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:159
Parameters
- floors: Rate[]
Returns yoyInflationLeg

withGearings1

withGearings1(gearing: Real): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:124
Parameters
- gearing: Real
Returns yoyInflationLeg

withGearings2

withGearings2(gearings: Real[]): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:129
Parameters
- gearings: Real[]
Returns yoyInflationLeg

withNotionals1

withNotionals1(notional: Real): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:94
Parameters
- notional: Real
Returns yoyInflationLeg

withNotionals2

withNotionals2(notionals: Real[]): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:99
Parameters
- notionals: Real[]
Returns yoyInflationLeg

withPaymentAdjustment

withPaymentAdjustment(convention: BusinessDayConvention): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:109
Parameters
- convention: BusinessDayConvention
Returns yoyInflationLeg

withPaymentDayCounter

withPaymentDayCounter(dayCounter: DayCounter): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:104
Parameters
- dayCounter: DayCounter
Returns yoyInflationLeg

withSpreads1

withSpreads1(spread: Spread): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:134
Parameters
- spread: Spread
Returns yoyInflationLeg

withSpreads2

withSpreads2(spreads: Spread[]): yoyInflationLeg

- Defined in ql/cashflows/yoyinflationcoupon.ts:139
Parameters
- spreads: Spread[]
Returns yoyInflationLeg