A free/open-source library for quantitative finance
Reference manual - version 1.20
|
|
A free/open-source library for quantitative finance
Reference manual - version 1.20
|
This is the complete list of members for FloatFloatSwap, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| calculate() const | Instrument | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| cappedRate1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| cappedRate2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| dayCount1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| dayCount2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| 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 |
| fetchResults(const PricingEngine::results *) const | FloatFloatSwap | virtual |
| FloatFloatSwap(VanillaSwap::Type type, Real nominal1, Real nominal2, const Schedule &schedule1, const ext::shared_ptr< InterestRateIndex > &index1, const DayCounter &dayCount1, const Schedule &schedule2, const ext::shared_ptr< InterestRateIndex > &index2, const DayCounter &dayCount2, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, Real gearing1=1.0, Real spread1=0.0, Real cappedRate1=Null< Real >(), Real flooredRate1=Null< Real >(), Real gearing2=1.0, Real spread2=0.0, Real cappedRate2=Null< Real >(), Real flooredRate2=Null< Real >(), const boost::optional< BusinessDayConvention > &paymentConvention1=boost::none, const boost::optional< BusinessDayConvention > &paymentConvention2=boost::none) (defined in FloatFloatSwap) | FloatFloatSwap | |
| FloatFloatSwap(VanillaSwap::Type type, const std::vector< Real > &nominal1, const std::vector< Real > &nominal2, const Schedule &schedule1, const ext::shared_ptr< InterestRateIndex > &index1, const DayCounter &dayCount1, const Schedule &schedule2, const ext::shared_ptr< InterestRateIndex > &index2, const DayCounter &dayCount2, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, const std::vector< Real > &gearing1=std::vector< Real >(), const std::vector< Real > &spread1=std::vector< Real >(), const std::vector< Real > &cappedRate1=std::vector< Real >(), const std::vector< Real > &flooredRate1=std::vector< Real >(), const std::vector< Real > &gearing2=std::vector< Real >(), const std::vector< Real > &spread2=std::vector< Real >(), const std::vector< Real > &cappedRate2=std::vector< Real >(), const std::vector< Real > &flooredRate2=std::vector< Real >(), const boost::optional< BusinessDayConvention > &paymentConvention1=boost::none, const boost::optional< BusinessDayConvention > &paymentConvention2=boost::none) (defined in FloatFloatSwap) | FloatFloatSwap | |
| flooredRate1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| flooredRate2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| gearing1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| gearing2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| index1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| index2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| 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 | |
| leg1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| leg2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| 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 | |
| nominal1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| nominal2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| 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 | |
| payer(Size j) const (defined in Swap) | Swap | |
| payer_ (defined in Swap) | Swap | protected |
| paymentConvention1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| paymentConvention2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| 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 | |
| schedule1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| schedule2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| set_type typedef (defined in Observer) | Observer | |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *args) const | FloatFloatSwap | virtual |
| spread1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| spread2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| 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 |
| type() const (defined in FloatFloatSwap) | FloatFloatSwap | |
| 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 |