QuantLib: FixedRateLeg Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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FixedRateLeg Class Reference

helper class building a sequence of fixed rate coupons More...

`#include <ql/cashflows/fixedratecoupon.hpp>`

## Public Member Functions
| FixedRateLeg (const Schedule &schedule)
FixedRateLeg & | withNotionals (Real)
FixedRateLeg & | withNotionals (const std::vector< Real > &)
FixedRateLeg & | withCouponRates (Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
FixedRateLeg & | withCouponRates (const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
FixedRateLeg & | withCouponRates (const InterestRate &)
FixedRateLeg & | withCouponRates (const std::vector< InterestRate > &)
FixedRateLeg & | withPaymentAdjustment (BusinessDayConvention)
FixedRateLeg & | withFirstPeriodDayCounter (const DayCounter &)
FixedRateLeg & | withPaymentCalendar (const Calendar &)
FixedRateLeg & | withExCouponPeriod (const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
| operator Leg () const

## Detailed Description

helper class building a sequence of fixed rate coupons