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 CmsSpreadCoupon, including all inherited members.
| accept(AcyclicVisitor &) (defined in CmsSpreadCoupon) | CmsSpreadCoupon | virtual |
| accrualDays() const | Coupon | |
| accrualEndDate() const | Coupon | |
| accrualEndDate_ (defined in Coupon) | Coupon | protected |
| accrualPeriod() const | Coupon | |
| accrualPeriod_ (defined in Coupon) | Coupon | mutableprotected |
| accrualStartDate() const | Coupon | |
| accrualStartDate_ (defined in Coupon) | Coupon | protected |
| accruedAmount(const Date &) const | FloatingRateCoupon | virtual |
| accruedDays(const Date &) const | Coupon | |
| accruedPeriod(const Date &) const | Coupon | |
| adjustedFixing() const | FloatingRateCoupon | virtual |
| amount() const | FloatingRateCoupon | virtual |
| CmsSpreadCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< SwapSpreadIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) (defined in CmsSpreadCoupon) | CmsSpreadCoupon | |
| convexityAdjustment() const | FloatingRateCoupon | virtual |
| convexityAdjustmentImpl(Rate fixing) const | FloatingRateCoupon | protected |
| Coupon(const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | Coupon | |
| date() const | Coupon | virtual |
| dayCounter() const | FloatingRateCoupon | virtual |
| dayCounter_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| deepUpdate() | Observer | virtual |
| exCouponDate() const | Coupon | virtual |
| exCouponDate_ (defined in Coupon) | Coupon | protected |
| fixingDate() const | FloatingRateCoupon | virtual |
| fixingDays() const | FloatingRateCoupon | |
| fixingDays_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| FloatingRateCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) (defined in FloatingRateCoupon) | FloatingRateCoupon | |
| gearing() const | FloatingRateCoupon | |
| gearing_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | CashFlow | virtual |
| index() const | FloatingRateCoupon | |
| indexFixing() const | FloatingRateCoupon | virtual |
| isInArrears() const | FloatingRateCoupon | |
| isInArrears_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| iterator typedef (defined in Observer) | Observer | |
| nominal() const (defined in Coupon) | Coupon | virtual |
| nominal_ (defined in Coupon) | Coupon | protected |
| notifyObservers() | Observable | |
| 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 | |
| paymentDate_ (defined in Coupon) | Coupon | protected |
| price(const Handle< YieldTermStructure > &discountingCurve) const (defined in FloatingRateCoupon) | FloatingRateCoupon | |
| pricer() const (defined in FloatingRateCoupon) | FloatingRateCoupon | |
| pricer_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| rate() const | FloatingRateCoupon | virtual |
| referencePeriodEnd() const | Coupon | |
| referencePeriodStart() const | Coupon | |
| refPeriodEnd_ (defined in Coupon) | Coupon | protected |
| refPeriodStart_ (defined in Coupon) | Coupon | protected |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| set_type typedef (defined in Observer) | Observer | |
| setPricer(const ext::shared_ptr< FloatingRateCouponPricer > &) (defined in FloatingRateCoupon) | FloatingRateCoupon | virtual |
| spread() const | FloatingRateCoupon | |
| spread_ (defined in FloatingRateCoupon) | FloatingRateCoupon | protected |
| swapSpreadIndex() const (defined in CmsSpreadCoupon) | CmsSpreadCoupon | |
| tradingExCoupon(const Date &refDate=Date()) const | CashFlow | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | FloatingRateCoupon | virtual |
| ~CashFlow() (defined in CashFlow) | CashFlow | virtual |
| ~Event() (defined in Event) | Event | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |