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Fully annotated reference manual - version 1.8.12
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IndexCreditDefaultSwapData Member List

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

alloc(ore::data::XMLDocument &doc) const overrideIndexCreditDefaultSwapDataprotectedvirtual
basket() constIndexCreditDefaultSwapData
basket_IndexCreditDefaultSwapDataprivate
cashSettlementDays() constCreditDefaultSwapData
cashSettlementDays_CreditDefaultSwapDataprivate
check(ore::data::XMLNode *node) const overrideIndexCreditDefaultSwapDataprotectedvirtual
creditCurveId() constCreditDefaultSwapData
creditCurveId_CreditDefaultSwapDataprivate
creditCurveIdWithTerm() constIndexCreditDefaultSwapData
CreditDefaultSwapData()CreditDefaultSwapData
CreditDefaultSwapData(const string &issuerId, const string &creditCurveId, const LegData &leg, const bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const Date &protectionStart=Date(), const Date &upfrontDate=Date(), const Real upfrontFee=Null< Real >(), QuantLib::Real recoveryRate=QuantLib::Null< QuantLib::Real >(), const std::string &referenceObligation="", const Date &tradeDate=Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true)CreditDefaultSwapData
CreditDefaultSwapData(const std::string &issuerId, const CdsReferenceInformation &referenceInformation, const LegData &leg, bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const QuantLib::Date &protectionStart=QuantLib::Date(), const QuantLib::Date &upfrontDate=QuantLib::Date(), QuantLib::Real upfrontFee=QuantLib::Null< QuantLib::Real >(), QuantLib::Real recoveryRate=QuantLib::Null< QuantLib::Real >(), const std::string &referenceObligation="", const Date &tradeDate=Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true)CreditDefaultSwapData
fromFile(const std::string &filename)XMLSerializable
fromXML(ore::data::XMLNode *node) overrideIndexCreditDefaultSwapDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
IndexCreditDefaultSwapData()IndexCreditDefaultSwapData
IndexCreditDefaultSwapData(const std::string &creditCurveId, const BasketData &basket, const ore::data::LegData &leg, const bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const QuantLib::Date &protectionStart=QuantLib::Date(), const QuantLib::Date &upfrontDate=QuantLib::Date(), const QuantLib::Real upfrontFee=QuantLib::Null< QuantLib::Real >(), const QuantLib::Date &tradeDate=QuantLib::Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true)IndexCreditDefaultSwapData
indexStartDateHint() constIndexCreditDefaultSwapData
indexStartDateHint_IndexCreditDefaultSwapDatamutableprivate
issuerId() constCreditDefaultSwapData
issuerId_CreditDefaultSwapDataprivate
leg() constCreditDefaultSwapData
leg_CreditDefaultSwapDataprivate
PPT typedefIndexCreditDefaultSwapData
protectionPaymentTime() constCreditDefaultSwapData
protectionPaymentTime_CreditDefaultSwapDataprivate
protectionStart() constCreditDefaultSwapData
protectionStart_CreditDefaultSwapDataprivate
rebatesAccrual() constCreditDefaultSwapData
rebatesAccrual_CreditDefaultSwapDataprivate
recoveryRate() constCreditDefaultSwapData
recoveryRate_CreditDefaultSwapDataprivate
referenceInformation() constCreditDefaultSwapData
referenceInformation_CreditDefaultSwapDataprivate
referenceObligation() constCreditDefaultSwapData
referenceObligation_CreditDefaultSwapDataprivate
setIndexStartDateHint(const QuantLib::Date &d) constIndexCreditDefaultSwapData
settlesAccrual() constCreditDefaultSwapData
settlesAccrual_CreditDefaultSwapDataprivate
strCashSettlementDays_CreditDefaultSwapDataprivate
toFile(const std::string &filename) constXMLSerializable
toXML(ore::data::XMLDocument &doc) const overrideIndexCreditDefaultSwapDatavirtual
toXMLString() constXMLSerializable
tradeDate() constCreditDefaultSwapData
tradeDate_CreditDefaultSwapDataprivate
upfrontDate() constCreditDefaultSwapData
upfrontDate_CreditDefaultSwapDataprivate
upfrontFee() constCreditDefaultSwapData
upfrontFee_CreditDefaultSwapDataprivate
~XMLSerializable()XMLSerializablevirtual