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Fully annotated reference manual - version 1.8.12
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AverageOisConvention Member List

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

AverageOisConvention()AverageOisConvention
AverageOisConvention(const string &id, const string &spotLag, const string &fixedTenor, const string &fixedDayCounter, const string &fixedCalendar, const string &fixedConvention, const string &fixedPaymentConvention, const string &fixedFrequency, const string &index, const string &onTenor, const string &rateCutoff)AverageOisConvention
build() overrideAverageOisConventionvirtual
Convention()Conventionprotected
Convention(const string &id, Type type)Conventionprotected
fixedCalendar() constAverageOisConvention
fixedCalendar_AverageOisConventionprivate
fixedConvention() constAverageOisConvention
fixedConvention_AverageOisConventionprivate
fixedDayCounter() constAverageOisConvention
fixedDayCounter_AverageOisConventionprivate
fixedFrequency() constAverageOisConvention
fixedFrequency_AverageOisConventionprivate
fixedPaymentConvention() constAverageOisConvention
fixedPaymentConvention_AverageOisConventionprivate
fixedTenor() constAverageOisConvention
fixedTenor_AverageOisConventionprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideAverageOisConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
id() constConvention
id_Conventionprotected
index() constAverageOisConvention
indexName() constAverageOisConvention
onTenor() constAverageOisConvention
onTenor_AverageOisConventionprivate
rateCutoff() constAverageOisConvention
rateCutoff_AverageOisConventionprivate
spotLag() constAverageOisConvention
spotLag_AverageOisConventionprivate
strFixedCalendar_AverageOisConventionprivate
strFixedConvention_AverageOisConventionprivate
strFixedDayCounter_AverageOisConventionprivate
strFixedFrequency_AverageOisConventionprivate
strFixedPaymentConvention_AverageOisConventionprivate
strFixedTenor_AverageOisConventionprivate
strIndex_AverageOisConventionprivate
strOnTenor_AverageOisConventionprivate
strRateCutoff_AverageOisConventionprivate
strSpotLag_AverageOisConventionprivate
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideAverageOisConventionvirtual
toXMLString() constXMLSerializable
Type enum nameConvention
type() constConvention
type_Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable()XMLSerializablevirtual