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Fully annotated reference manual - version 1.8.12
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CSA Member List

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

applyInitialMargin()CSA
applyInitialMargin_CSAprivate
Bilateral enum valueCSA
calculateIMAmount()CSA
calculateIMAmount_CSAprivate
calculateVMAmount()CSA
calculateVMAmount_CSAprivate
CallOnly enum valueCSA
collatSpreadPay() constCSA
collatSpreadPay_CSAprivate
collatSpreadRcv() constCSA
collatSpreadRcv_CSAprivate
CSA(const Type &type, const string &csaCurrency, const string &index, const Real &thresholdPay, const Real &thresholdRcv, const Real &mtaPay, const Real &mtaRcv, const Real &iaHeld, const string &iaType, const Period &marginCallFreq, const Period &marginPostFreq, const Period &mpr, const Real &collatSpreadPay, const Real &collatSpreadRcv, const vector< string > &eligCollatCcys, bool applyInitialMargin, Type initialMarginType, const bool calculateIMAmount, const bool calculateVMAmount, const string &nonExemptIMRegulations)CSA
csaCurrency() constCSA
csaCurrency_CSAprivate
eligCollatCcys() constCSA
eligCollatCcys_CSAprivate
iaHeld_CSAprivate
iaType_CSAprivate
independentAmountHeld() constCSA
independentAmountType() constCSA
index() constCSA
index_CSAprivate
initialMarginType()CSA
initialMarginType_CSAprivate
invertCSA()CSA
marginCallFreq_CSAprivate
marginCallFrequency() constCSA
marginPeriodOfRisk() constCSA
marginPostFreq_CSAprivate
marginPostFrequency() constCSA
mpr_CSAprivate
mtaPay() constCSA
mtaPay_CSAprivate
mtaRcv() constCSA
mtaRcv_CSAprivate
nonExemptIMRegulations()CSA
nonExemptIMRegulations_CSAprivate
PostOnly enum valueCSA
thresholdPay() constCSA
thresholdPay_CSAprivate
thresholdRcv() constCSA
thresholdRcv_CSAprivate
Type enum nameCSA
type() constCSA
type_CSAprivate
validate()CSA