Fully annotated reference manual - version 1.8.12
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IborFallbackConfig
IborFallbackConfig Member List
This is the complete list of members for
IborFallbackConfig
, including all inherited members.
addIndexFallbackRule
(const string &iborIndex, const FallbackData &fallbackData)
IborFallbackConfig
clear
()
IborFallbackConfig
defaultConfig
()
IborFallbackConfig
static
enableIborFallbacks
() const
IborFallbackConfig
enableIborFallbacks_
IborFallbackConfig
private
fallbackData
(const string &iborIndex) const
IborFallbackConfig
fallbacks_
IborFallbackConfig
private
fromFile
(const std::string &filename)
XMLSerializable
fromXML
(XMLNode *node) override
IborFallbackConfig
virtual
fromXMLString
(const std::string &xml)
XMLSerializable
IborFallbackConfig
()
IborFallbackConfig
IborFallbackConfig
(const bool enableIborFallbacks, const bool useRfrCurveInTodaysMarket, const bool useRfrCurveInSimulationMarket, const std::map< std::string, FallbackData > &fallbacks)
IborFallbackConfig
isIndexReplaced
(const string &iborIndex, const QuantLib::Date &asof=QuantLib::Date::maxDate()) const
IborFallbackConfig
logSwitchDates
()
IborFallbackConfig
toFile
(const std::string &filename) const
XMLSerializable
toXML
(XMLDocument &doc) const override
IborFallbackConfig
virtual
toXMLString
() const
XMLSerializable
updateSwitchDate
(QuantLib::Date targetSwitchDate, const std::string &indexName="")
IborFallbackConfig
useRfrCurveInSimulationMarket
() const
IborFallbackConfig
useRfrCurveInSimulationMarket_
IborFallbackConfig
private
useRfrCurveInTodaysMarket
() const
IborFallbackConfig
useRfrCurveInTodaysMarket_
IborFallbackConfig
private
~XMLSerializable
()
XMLSerializable
virtual
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