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 SwapIndex, including all inherited members.
| addFixing(const Date &fixingDate, Real fixing, bool forceOverwrite=false) | Index | virtual |
| addFixings(const TimeSeries< Real > &t, bool forceOverwrite=false) | Index | |
| addFixings(DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false) | Index | |
| allowsNativeFixings() | Index | virtual |
| clearFixings() | Index | |
| clone(const Handle< YieldTermStructure > &forwarding) const | SwapIndex | virtual |
| clone(const Handle< YieldTermStructure > &forwarding, const Handle< YieldTermStructure > &discounting) const | SwapIndex | virtual |
| clone(const Period &tenor) const | SwapIndex | virtual |
| currency() const (defined in InterestRateIndex) | InterestRateIndex | |
| currency_ (defined in InterestRateIndex) | InterestRateIndex | protected |
| dayCounter() const (defined in InterestRateIndex) | InterestRateIndex | |
| dayCounter_ (defined in InterestRateIndex) | InterestRateIndex | protected |
| deepUpdate() | Observer | virtual |
| discount_ (defined in SwapIndex) | SwapIndex | protected |
| discountingTermStructure() const (defined in SwapIndex) | SwapIndex | |
| exogenousDiscount() const (defined in SwapIndex) | SwapIndex | |
| exogenousDiscount_ (defined in SwapIndex) | SwapIndex | protected |
| familyName() const (defined in InterestRateIndex) | InterestRateIndex | |
| familyName_ (defined in InterestRateIndex) | InterestRateIndex | protected |
| fixedLegConvention() const (defined in SwapIndex) | SwapIndex | |
| fixedLegConvention_ (defined in SwapIndex) | SwapIndex | protected |
| fixedLegTenor() const (defined in SwapIndex) | SwapIndex | |
| fixedLegTenor_ (defined in SwapIndex) | SwapIndex | protected |
| fixing(const Date &fixingDate, bool forecastTodaysFixing=false) const | InterestRateIndex | virtual |
| fixingCalendar() const | InterestRateIndex | virtual |
| fixingDate(const Date &valueDate) const (defined in InterestRateIndex) | InterestRateIndex | |
| fixingDays() const (defined in InterestRateIndex) | InterestRateIndex | |
| fixingDays_ (defined in InterestRateIndex) | InterestRateIndex | protected |
| forecastFixing(const Date &fixingDate) const | SwapIndex | protectedvirtual |
| forwardingTermStructure() const (defined in SwapIndex) | SwapIndex | |
| iborIndex() const (defined in SwapIndex) | SwapIndex | |
| iborIndex_ (defined in SwapIndex) | SwapIndex | protected |
| InterestRateIndex(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, const DayCounter &dayCounter) (defined in InterestRateIndex) | InterestRateIndex | |
| isValidFixingDate(const Date &fixingDate) const | InterestRateIndex | virtual |
| iterator typedef (defined in Observer) | Observer | |
| lastFixingDate_ (defined in SwapIndex) | SwapIndex | mutableprotected |
| lastSwap_ (defined in SwapIndex) | SwapIndex | mutableprotected |
| maturityDate(const Date &valueDate) const (defined in SwapIndex) | SwapIndex | virtual |
| name() const | InterestRateIndex | virtual |
| name_ (defined in InterestRateIndex) | InterestRateIndex | 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 | |
| pastFixing(const Date &fixingDate) const (defined in InterestRateIndex) | InterestRateIndex | virtual |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| set_type typedef (defined in Observer) | Observer | |
| SwapIndex(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, const Period &fixedLegTenor, BusinessDayConvention fixedLegConvention, const DayCounter &fixedLegDayCounter, const ext::shared_ptr< IborIndex > &iborIndex) (defined in SwapIndex) | SwapIndex | |
| SwapIndex(const std::string &familyName, const Period &tenor, Natural settlementDays, const Currency ¤cy, const Calendar &fixingCalendar, const Period &fixedLegTenor, BusinessDayConvention fixedLegConvention, const DayCounter &fixedLegDayCounter, const ext::shared_ptr< IborIndex > &iborIndex, const Handle< YieldTermStructure > &discountingTermStructure) (defined in SwapIndex) | SwapIndex | |
| tenor() const (defined in InterestRateIndex) | InterestRateIndex | |
| tenor_ (defined in SwapIndex) | SwapIndex | protected |
| timeSeries() const | Index | |
| underlyingSwap(const Date &fixingDate) const | SwapIndex | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | InterestRateIndex | virtual |
| valueDate(const Date &fixingDate) const (defined in InterestRateIndex) | InterestRateIndex | virtual |
| ~Index() (defined in Index) | Index | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |