Uses of Class org.quantlib.Leg (QuantLib module 1.32.0 API)

Uses of Leg in org.quantlib

Methods in org.quantlib that return Leg
Modifier and Type	Method	Description
`Leg`	Bond.`cashflows()`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`Leg`	CreditDefaultSwap.`coupons()`
`Leg`	CPISwap.`cpiLeg()`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	QuantLib.`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly)`
`static Leg`	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly, CPI.InterpolationType observationInterpolation)
`Leg`	EquityTotalReturnSwap.`equityLeg()`
`Leg`	ArithmeticAverageOIS.`fixedLeg()`
`Leg`	NonstandardSwap.`fixedLeg()`
`Leg`	OvernightIndexedSwap.`fixedLeg()`
`Leg`	VanillaSwap.`fixedLeg()`
`Leg`	YearOnYearInflationSwap.`fixedLeg()`
`Leg`	ZeroCouponInflationSwap.`fixedLeg()`
`Leg`	ZeroCouponSwap.`fixedLeg()`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding, Frequency compoundingFrequency)`
`Leg`	CapFloor.`floatingLeg()`
`Leg`	NonstandardSwap.`floatingLeg()`
`Leg`	VanillaSwap.`floatingLeg()`
`Leg`	ZeroCouponSwap.`floatingLeg()`
`Leg`	CPISwap.`floatLeg()`
`Leg`	LegVector.`get(int index)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag)`
`static Leg`	QuantLib.`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, OptionalBool withIndexedCoupons)`
`Leg`	ZeroCouponInflationSwap.`inflationLeg()`
`Leg`	EquityTotalReturnSwap.`interestRateLeg()`
`Leg`	Swap.`leg(long i)`
`Leg`	ArithmeticAverageOIS.`overnightLeg()`
`Leg`	OvernightIndexedSwap.`overnightLeg()`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar)`
`static Leg`	QuantLib.`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar, long paymentLag)`
`Leg`	Bond.`redemptions()`
`Leg`	LegVector.`remove(int index)`
`Leg`	LegVector.`set(int index, Leg e)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	QuantLib.`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, RateAveraging.Type averagingMethod)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	QuantLib.`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`Leg`	YearOnYearInflationSwap.`yoyLeg()`

Methods in org.quantlib with parameters of type Leg
Modifier and Type	Method	Description
`void`	LegVector.`add(int index, Leg e)`
`boolean`	LegVector.`add(Leg e)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double npv)`
`static double`	CashFlows.`basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)`
`protected static long`	Leg.`getCPtr(Leg obj)`
`static Date`	CashFlows.`maturityDate(Leg arg0)`
`static CashFlow`	CashFlows.`nextCashFlow(Leg leg, boolean includeSettlementDateFlows)`
`static CashFlow`	CashFlows.`nextCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`nextCashFlowAmount(Leg leg, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`nextCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)`
`static Date`	CashFlows.`nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows)`
`static Date`	CashFlows.`nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static CashFlow`	CashFlows.`previousCashFlow(Leg leg, boolean includeSettlementDateFlows)`
`static CashFlow`	CashFlows.`previousCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`previousCashFlowAmount(Leg leg, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`previousCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)`
`static Date`	CashFlows.`previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows)`
`static Date`	CashFlows.`previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)`
`Leg`	LegVector.`set(int index, Leg e)`
`static void`	QuantLib.`setCouponPricer(Leg arg0, EquityCashFlowPricer arg1)`
`static void`	QuantLib.`setCouponPricer(Leg arg0, FloatingRateCouponPricer arg1)`
`static void`	QuantLib.`setCouponPricer(Leg arg0, YoYInflationCouponPricer arg1)`
`static Date`	CashFlows.`startDate(Leg arg0)`
`protected static long`	Leg.`swigRelease(Leg obj)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)`

Constructors in org.quantlib with parameters of type Leg
Constructor	Description
`Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate, Leg cashflows)`
`Bond(long settlementDays, Calendar calendar, Date issueDate, Leg coupons)`
`Cap(Leg leg, DoubleVector capRates)`
`Collar(Leg leg, DoubleVector capRates, DoubleVector floorRates)`
`Floor(Leg leg, DoubleVector floorRates)`
`Leg(Leg other)`
`LegVector(int count, Leg value)`
`LegVector(Leg[] initialElements)`
`Swap(Leg firstLeg, Leg secondLeg)`
`YoYInflationCap(Leg leg, DoubleVector capRates)`
`YoYInflationCapFloor(YoYInflationCapFloor.Type type, Leg yoyLeg, DoubleVector strikes)`
`YoYInflationCollar(Leg leg, DoubleVector capRates, DoubleVector floorRates)`
`YoYInflationFloor(Leg leg, DoubleVector floorRates)`

Constructor parameters in org.quantlib with type arguments of type Leg
Constructor	Description
`LegVector(Iterable<Leg> initialElements)`

Uses of Classorg.quantlib.Leg

Uses of Leg in org.quantlib

Uses of Class
org.quantlib.Leg