Examples of AverageBMALeg

org.jquantlib.cashflow.AverageBMALeg
Helper class building a sequence of average BMA coupons @author Ueli Hofstetter @author John Martin

Examples of org.jquantlib.cashflow.AverageBMALeg

                      .withGearings(liborFraction)
                      .withSpreads(liborSpread)
                      .Leg();
        this.legs.add(iborLeg);


        final Leg bmaLeg = new AverageBMALeg(bmaSchedule, bmaIndex)
                      .withNotionals(nominal)
                      .withPaymentDayCounter(bmaDayCount)
                      .withPaymentAdjustment(bmaSchedule.businessDayConvention())
                      .Leg();

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