NonstandardSwap Member List

This is the complete list of members for NonstandardSwap, including all inherited members.

additionalResults() const	Instrument
additionalResults_	Instrument	mutableprotected
alwaysForward_	LazyObject	protected
alwaysForwardNotifications()	LazyObject
calculate() const override	Instrument	protectedvirtual
calculated_	LazyObject	mutableprotected
deepUpdate() override	Swap	virtual
endDiscounts(Size j) const	Swap
endDiscounts_	Swap	protected
engine_	Instrument	protected
errorEstimate() const	Instrument
errorEstimate_	Instrument	protected
fetchResults(const PricingEngine::results *) const override	NonstandardSwap	virtual
finalCapitalExchange_	NonstandardSwap	private
fixedDayCount() const	NonstandardSwap
fixedDayCount_	NonstandardSwap	private
fixedLeg() const	NonstandardSwap
fixedNominal() const	NonstandardSwap
fixedNominal_	NonstandardSwap	private
fixedRate() const	NonstandardSwap
fixedRate_	NonstandardSwap	private
fixedSchedule() const	NonstandardSwap
fixedSchedule_	NonstandardSwap	private
floatingDayCount() const	NonstandardSwap
floatingDayCount_	NonstandardSwap	private
floatingLeg() const	NonstandardSwap
floatingNominal() const	NonstandardSwap
floatingNominal_	NonstandardSwap	private
floatingSchedule() const	NonstandardSwap
floatingSchedule_	NonstandardSwap	private
forwardFirstNotificationOnly()	LazyObject
freeze()	LazyObject
frozen_	LazyObject	protected
gearing() const	NonstandardSwap
gearing_	NonstandardSwap	private
gearings() const	NonstandardSwap
iborIndex() const	NonstandardSwap
iborIndex_	NonstandardSwap	private
init()	NonstandardSwap	private
Instrument()	Instrument
intermediateCapitalExchange_	NonstandardSwap	private
isCalculated() const	LazyObject
isExpired() const override	Swap	virtual
QuantLib::iterator typedef	Observable	private
QuantLib::Observer::iterator typedef	Observer
LazyObject()	LazyObject
leg(Size j) const	Swap
legBPS(Size j) const	Swap
legBPS_	Swap	mutableprotected
legNPV(Size j) const	Swap
legNPV_	Swap	mutableprotected
legs() const	Swap
legs_	Swap	protected
maturityDate() const	Swap	virtual
NonstandardSwap(const FixedVsFloatingSwap &fromVanilla)	NonstandardSwap	explicit
NonstandardSwap(Swap::Type type, std::vector< Real > fixedNominal, const std::vector< Real > &floatingNominal, Schedule fixedSchedule, std::vector< Real > fixedRate, DayCounter fixedDayCount, Schedule floatingSchedule, ext::shared_ptr< IborIndex > iborIndex, Real gearing, Spread spread, DayCounter floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, ext::optional< BusinessDayConvention > paymentConvention=ext::nullopt)	NonstandardSwap
NonstandardSwap(Swap::Type type, std::vector< Real > fixedNominal, std::vector< Real > floatingNominal, Schedule fixedSchedule, std::vector< Real > fixedRate, DayCounter fixedDayCount, Schedule floatingSchedule, ext::shared_ptr< IborIndex > iborIndex, std::vector< Real > gearing, std::vector< Spread > spread, DayCounter floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, ext::optional< BusinessDayConvention > paymentConvention=ext::nullopt)	NonstandardSwap
notifyObservers()	Observable
NPV() const	Instrument
NPV_	Instrument	mutableprotected
npvDateDiscount() const	Swap
npvDateDiscount_	Swap	mutableprotected
numberOfLegs() const	Swap
Observable()=default	Observable
Observable(const Observable &)	Observable
Observable(Observable &&)=delete	Observable
observables_	Observer	private
Observer()=default	Observer
QuantLib::Observer::Observer(const Observer &)	Observer
observers_	Observable	private
QuantLib::operator=(const Observable &)	Observable
QuantLib::operator=(Observable &&)=delete	Observable
QuantLib::Observer::operator=(const Observer &)	Observer
Payer enum value	Swap
payer(Size j) const	Swap
payer_	Swap	protected
paymentConvention() const	NonstandardSwap
paymentConvention_	NonstandardSwap	private
performCalculations() const override	Instrument	protectedvirtual
recalculate()	LazyObject
Receiver enum value	Swap
registerObserver(Observer *)	Observable	private
registerWith(const ext::shared_ptr< Observable > &)	Observer
registerWithObservables(const ext::shared_ptr< Observer > &)	Observer
result(const std::string &tag) const	Instrument
QuantLib::set_type typedef	Observable	private
setPricingEngine(const ext::shared_ptr< PricingEngine > &)	Instrument
setupArguments(PricingEngine::arguments *args) const override	NonstandardSwap	virtual
setupExpired() const override	NonstandardSwap	privatevirtual
singleSpreadAndGearing_	NonstandardSwap	private
spread() const	NonstandardSwap
spread_	NonstandardSwap	private
spreads() const	NonstandardSwap
startDate() const	Swap	virtual
startDiscounts(Size j) const	Swap
startDiscounts_	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	NonstandardSwap
type_	NonstandardSwap	private
unfreeze()	LazyObject
unregisterObserver(Observer *)	Observable	private
unregisterWith(const ext::shared_ptr< Observable > &)	Observer
unregisterWithAll()	Observer
update() override	LazyObject	virtual
updating_	LazyObject	private
valuationDate() const	Instrument
valuationDate_	Instrument	mutableprotected
~LazyObject() override=default	LazyObject
~Observable()=default	Observable	virtual
~Observer()	Observer	virtual