Fully annotated reference manual - version 1.8.12
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IRSwapConvention
IRSwapConvention Member List
This is the complete list of members for
IRSwapConvention
, including all inherited members.
build
() override
IRSwapConvention
virtual
Convention
()
Convention
protected
Convention
(const string &id, Type type)
Convention
protected
fixedCalendar
() const
IRSwapConvention
fixedCalendar_
IRSwapConvention
private
fixedConvention
() const
IRSwapConvention
fixedConvention_
IRSwapConvention
private
fixedDayCounter
() const
IRSwapConvention
fixedDayCounter_
IRSwapConvention
private
fixedFrequency
() const
IRSwapConvention
fixedFrequency_
IRSwapConvention
private
floatFrequency
() const
IRSwapConvention
floatFrequency_
IRSwapConvention
private
fromFile
(const std::string &filename)
XMLSerializable
fromXML
(XMLNode *node) override
IRSwapConvention
virtual
fromXMLString
(const std::string &xml)
XMLSerializable
hasSubPeriod
() const
IRSwapConvention
hasSubPeriod_
IRSwapConvention
private
id
() const
Convention
id_
Convention
protected
index
() const
IRSwapConvention
indexName
() const
IRSwapConvention
IRSwapConvention
()
IRSwapConvention
IRSwapConvention
(const string &id, const string &fixedCalendar, const string &fixedFrequency, const string &fixedConvention, const string &fixedDayCounter, const string &index, bool hasSubPeriod=false, const string &floatFrequency="", const string &subPeriodsCouponType="")
IRSwapConvention
strFixedCalendar_
IRSwapConvention
private
strFixedConvention_
IRSwapConvention
private
strFixedDayCounter_
IRSwapConvention
private
strFixedFrequency_
IRSwapConvention
private
strFloatFrequency_
IRSwapConvention
private
strIndex_
IRSwapConvention
private
strSubPeriodsCouponType_
IRSwapConvention
private
subPeriodsCouponType
() const
IRSwapConvention
subPeriodsCouponType_
IRSwapConvention
private
toFile
(const std::string &filename) const
XMLSerializable
toXML
(XMLDocument &doc) const override
IRSwapConvention
virtual
toXMLString
() const
XMLSerializable
Type
enum name
Convention
type
() const
Convention
type_
Convention
protected
~Convention
()
Convention
virtual
~XMLSerializable
()
XMLSerializable
virtual
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