calculate() const | LazyObject | [protected] |
description() const | Instrument | |
fairRate() const (defined in SimpleSwap) | SimpleSwap | |
fairSpread() const (defined in SimpleSwap) | SimpleSwap | |
firstLeg_ (defined in Swap) | Swap | [protected] |
firstLegBPS() const (defined in Swap) | Swap | |
firstLegBPS_ (defined in Swap) | Swap | [mutable, protected] |
fixedLeg() const (defined in SimpleSwap) | SimpleSwap | |
fixedLegBPS() const (defined in SimpleSwap) | SimpleSwap | |
fixedRate() const (defined in SimpleSwap) | SimpleSwap | |
floatingLeg() const (defined in SimpleSwap) | SimpleSwap | |
floatingLegBPS() const (defined in SimpleSwap) | SimpleSwap | |
freeze() | LazyObject | |
Instrument(const std::string &isinCode="", const std::string &description="") (defined in Instrument) | Instrument | |
isExpired() const | Instrument | |
isExpired_ (defined in Instrument) | Instrument | [mutable, protected] |
isinCode() const | Instrument | |
LazyObject() (defined in LazyObject) | LazyObject | |
maturity() const (defined in SimpleSwap) | SimpleSwap | |
nominal() const (defined in SimpleSwap) | SimpleSwap | |
notifyObservers() | Observable | |
NPV() const | Instrument | |
NPV_ (defined in Instrument) | Instrument | [mutable, protected] |
Observer() (defined in Observer) | Observer | |
Observer(const Observer &) (defined in Observer) | Observer | |
operator=(const Observer &) (defined in Observer) | Observer | |
payFixedRate() const (defined in SimpleSwap) | SimpleSwap | |
performCalculations() const | Swap | [protected, virtual] |
recalculate() | LazyObject | |
registerWith(const Handle< Observable > &) (defined in Observer) | Observer | |
secondLeg_ (defined in Swap) | Swap | [protected] |
secondLegBPS() const (defined in Swap) | Swap | |
secondLegBPS_ (defined in Swap) | Swap | [mutable, protected] |
sensitivity() const (defined in Swap) | Swap | |
sensitivity_ (defined in Swap) | Swap | [mutable, protected] |
SimpleSwap(bool payFixedRate, const Date &startDate, int n, TimeUnit units, const Calendar &calendar, RollingConvention rollingConvention, double nominal, int fixedFrequency, Rate fixedRate, bool fixedIsAdjusted, const DayCounter &fixedDayCount, int floatingFrequency, const Handle< Indexes::Xibor > &index, int indexFixingDays, Spread spread, const RelinkableHandle< TermStructure > &termStructure, const std::string &isinCode="", const std::string &description="") (defined in SimpleSwap) | SimpleSwap | |
SimpleSwap(bool payFixedRate, const Date &maturity, double nominal, Rate fixedRate, const DayCounter &fixedDayCount, const Handle< Indexes::Xibor > &index, int indexFixingDays, Spread spread, const RelinkableHandle< TermStructure > &termStructure, Scheduler &fixedScheduler, Scheduler &floatScheduler, const std::string &isinCode="", const std::string &description="") (defined in SimpleSwap) | SimpleSwap | |
SimpleSwap(bool payFixedRate, const Date &startDate, const Date &maturity, const Calendar &calendar, RollingConvention rollingConvention, double nominal, int fixedFrequency, Rate fixedRate, bool fixedIsAdjusted, const DayCounter &fixedDayCount, int floatingFrequency, const Handle< Indexes::Xibor > &index, int indexFixingDays, Spread spread, const RelinkableHandle< TermStructure > &termStructure, const Date &fixedStubDate=Date(), bool fixedFromEnd=false, bool fixedLongFinal=false, const Date &floatStubDate=Date(), bool floatFromEnd=false, bool floatLongFinal=false, const std::string &isinCode="", const std::string &description="") | SimpleSwap | |
spread() const (defined in SimpleSwap) | SimpleSwap | |
Swap(const std::vector< Handle< CashFlow > > &firstLeg, const std::vector< Handle< CashFlow > > &secondLeg, const RelinkableHandle< TermStructure > &termStructure, const std::string &isinCode="", const std::string &description="") (defined in Swap) | Swap | |
termStructure_ (defined in Swap) | Swap | [protected] |
unfreeze() | LazyObject | |
unregisterWith(const Handle< Observable > &) (defined in Observer) | Observer | |
update() | LazyObject | [virtual] |
~Instrument() (defined in Instrument) | Instrument | [virtual] |
~LazyObject() (defined in LazyObject) | LazyObject | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |