A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for AssetSwap, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| AssetSwap(bool payBondCoupon, const ext::shared_ptr< Bond > &bond, Real bondCleanPrice, const ext::shared_ptr< IborIndex > &iborIndex, Spread spread, const Schedule &floatSchedule=Schedule(), const DayCounter &floatingDayCount=DayCounter(), bool parAssetSwap=true) (defined in AssetSwap) | AssetSwap | |
| AssetSwap(bool parAssetSwap, const ext::shared_ptr< Bond > &bond, Real bondCleanPrice, Real nonParRepayment, Real gearing, const ext::shared_ptr< IborIndex > &iborIndex, Spread spread=0.0, const DayCounter &floatingDayCount=DayCounter(), Date dealMaturity=Date(), bool payBondCoupon=false) (defined in AssetSwap) | AssetSwap | |
| bond() const (defined in AssetSwap) | AssetSwap | |
| bondLeg() const (defined in AssetSwap) | AssetSwap | |
| calculate() const | Instrument | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| cleanPrice() const (defined in AssetSwap) | AssetSwap | |
| deepUpdate() | 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 |
| fairCleanPrice() const (defined in AssetSwap) | AssetSwap | |
| fairNonParRepayment() const (defined in AssetSwap) | AssetSwap | |
| fairSpread() const (defined in AssetSwap) | AssetSwap | |
| fetchResults(const PricingEngine::results *) const | AssetSwap | virtual |
| floatingLeg() const (defined in AssetSwap) | AssetSwap | |
| floatingLegBPS() const (defined in AssetSwap) | AssetSwap | |
| floatingLegNPV() const (defined in AssetSwap) | AssetSwap | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| Instrument() (defined in Instrument) | Instrument | |
| isExpired() const | 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_ (defined in Swap) | Swap | protected |
| maturityDate() const (defined in Swap) | Swap | |
| nonParRepayment() const (defined in AssetSwap) | AssetSwap | |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ (defined in Instrument) | Instrument | mutableprotected |
| npvDateDiscount() const (defined in Swap) | Swap | |
| npvDateDiscount_ (defined in Swap) | Swap | mutableprotected |
| Observable() (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observer() (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| parSwap() const (defined in AssetSwap) | AssetSwap | |
| payBondCoupon() const (defined in AssetSwap) | AssetSwap | |
| payer(Size j) const (defined in Swap) | Swap | |
| payer_ (defined in Swap) | Swap | protected |
| performCalculations() const | Instrument | protectedvirtual |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| result(const std::string &tag) const | Instrument | |
| set_type typedef (defined in Observer) | Observer | |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *args) const | AssetSwap | virtual |
| spread() const (defined in AssetSwap) | AssetSwap | |
| startDate() const (defined in Swap) | Swap | |
| 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 |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | LazyObject | virtual |
| valuationDate() const | Instrument | |
| valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
| ~LazyObject() (defined in LazyObject) | LazyObject | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |