| 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] |
