SimpleSwap Member List

This is the complete list of members for SimpleSwap, including all inherited members.
calculate() constLazyObject [protected]
description() constInstrument
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() constInstrument
isExpired_ (defined in Instrument)Instrument [mutable, protected]
isinCode() constInstrument
LazyObject() (defined in LazyObject)LazyObject
maturity() const (defined in SimpleSwap)SimpleSwap
nominal() const (defined in SimpleSwap)SimpleSwap
notifyObservers()Observable
NPV() constInstrument
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() constSwap [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]

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