Fully annotated reference manual - version 1.8.12
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CmsSpreadOptionConvention
CmsSpreadOptionConvention Member List
This is the complete list of members for
CmsSpreadOptionConvention
, including all inherited members.
build
() override
CmsSpreadOptionConvention
virtual
calendar
() const
CmsSpreadOptionConvention
calendar_
CmsSpreadOptionConvention
private
CmsSpreadOptionConvention
()
CmsSpreadOptionConvention
CmsSpreadOptionConvention
(const string &id, const string &strForwardStart, const string &strSpotDays, const string &strSwapTenor, const string &strFixingDays, const string &strCalendar, const string &strDayCounter, const string &strConvention)
CmsSpreadOptionConvention
Convention
()
Convention
protected
Convention
(const string &id, Type type)
Convention
protected
dayCounter
() const
CmsSpreadOptionConvention
dayCounter_
CmsSpreadOptionConvention
private
fixingDays
() const
CmsSpreadOptionConvention
fixingDays_
CmsSpreadOptionConvention
private
forwardStart
() const
CmsSpreadOptionConvention
forwardStart_
CmsSpreadOptionConvention
private
fromFile
(const std::string &filename)
XMLSerializable
fromXML
(XMLNode *node) override
CmsSpreadOptionConvention
virtual
fromXMLString
(const std::string &xml)
XMLSerializable
id
() const
Convention
id_
Convention
protected
rollConvention
() const
CmsSpreadOptionConvention
rollConvention_
CmsSpreadOptionConvention
private
spotDays
() const
CmsSpreadOptionConvention
spotDays_
CmsSpreadOptionConvention
private
strCalendar_
CmsSpreadOptionConvention
private
strDayCounter_
CmsSpreadOptionConvention
private
strFixingDays_
CmsSpreadOptionConvention
private
strForwardStart_
CmsSpreadOptionConvention
private
strRollConvention_
CmsSpreadOptionConvention
private
strSpotDays_
CmsSpreadOptionConvention
private
strSwapTenor_
CmsSpreadOptionConvention
private
swapTenor
()
CmsSpreadOptionConvention
swapTenor_
CmsSpreadOptionConvention
private
toFile
(const std::string &filename) const
XMLSerializable
toXML
(XMLDocument &doc) const override
CmsSpreadOptionConvention
virtual
toXMLString
() const
XMLSerializable
Type
enum name
Convention
type
() const
Convention
type_
Convention
protected
~Convention
()
Convention
virtual
~XMLSerializable
()
XMLSerializable
virtual
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