|
QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
|
This is the complete list of members for VanillaSwap, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| deepUpdate() override | Swap | virtual |
| endDiscounts(Size j) const (defined in Swap) | Swap | |
| endDiscounts_ (defined in Swap) | Swap | protected |
| engine_ (defined in Instrument) | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ (defined in Instrument) | Instrument | protected |
| fairRate() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fairSpread() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fetchResults(const PricingEngine::results *) const override | FixedVsFloatingSwap | virtual |
| fixedDayCount() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fixedLeg() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fixedLegBPS() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fixedLegNPV() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fixedNominals() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fixedRate() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| fixedSchedule() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| FixedVsFloatingSwap(Type type, std::vector< Real > fixedNominals, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, std::vector< Real > floatingNominals, Schedule floatingSchedule, ext::shared_ptr< IborIndex > iborIndex, Spread spread, DayCounter floatingDayCount, ext::optional< BusinessDayConvention > paymentConvention=ext::nullopt, Integer paymentLag=0, const Calendar &paymentCalendar=Calendar()) (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| floatingDayCount() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| floatingLeg() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| floatingLegBPS() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| floatingLegNPV() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| floatingNominals() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| floatingSchedule() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| iborIndex() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| Instrument() (defined in Instrument) | Instrument | |
| isCalculated() const | LazyObject | |
| isExpired() const override | Swap | virtual |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| leg(Size j) const (defined in Swap) | Swap | |
| legBPS(Size j) const (defined in Swap) | Swap | |
| legBPS_ (defined in Swap) | Swap | mutableprotected |
| legNPV(Size j) const (defined in Swap) | Swap | |
| legNPV_ (defined in Swap) | Swap | mutableprotected |
| legs() const (defined in Swap) | Swap | |
| legs_ (defined in Swap) | Swap | protected |
| maturityDate() const (defined in Swap) | Swap | virtual |
| nominal() const | FixedVsFloatingSwap | |
| nominals() const | FixedVsFloatingSwap | |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ (defined in Instrument) | Instrument | mutableprotected |
| npvDateDiscount() const (defined in Swap) | Swap | |
| npvDateDiscount_ (defined in Swap) | Swap | mutableprotected |
| numberOfLegs() const (defined in Swap) | Swap | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| Payer enum value (defined in Swap) | Swap | |
| payer(Size j) const (defined in Swap) | Swap | |
| payer_ (defined in Swap) | Swap | protected |
| paymentConvention() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| performCalculations() const override | Instrument | protectedvirtual |
| recalculate() | LazyObject | |
| Receiver enum value (defined in Swap) | Swap | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| result(const std::string &tag) const | Instrument | |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *args) const override | FixedVsFloatingSwap | virtual |
| spread() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| startDate() const (defined in Swap) | Swap | virtual |
| startDiscounts(Size j) const (defined in Swap) | Swap | |
| startDiscounts_ (defined in Swap) | Swap | mutableprotected |
| Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap | |
| Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap | |
| Swap(Size legs) | Swap | protected |
| Type enum name | Swap | |
| type() const (defined in FixedVsFloatingSwap) | FixedVsFloatingSwap | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | LazyObject | virtual |
| valuationDate() const | Instrument | |
| valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
| VanillaSwap(Type type, Real nominal, Schedule fixedSchedule, Rate fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, ext::shared_ptr< IborIndex > iborIndex, Spread spread, DayCounter floatingDayCount, ext::optional< BusinessDayConvention > paymentConvention=ext::nullopt, ext::optional< bool > useIndexedCoupons=ext::nullopt) (defined in VanillaSwap) | VanillaSwap | |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |