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Fully annotated reference manual - version 1.8.12
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SecuritySpreadConvention Member List

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

build() overrideSecuritySpreadConventionvirtual
compounding() constSecuritySpreadConvention
compounding_SecuritySpreadConventionprivate
compoundingFrequency() constSecuritySpreadConvention
compoundingFrequency_SecuritySpreadConventionprivate
Convention()Conventionprotected
Convention(const string &id, Type type)Conventionprotected
dayCounter() constSecuritySpreadConvention
dayCounter_SecuritySpreadConventionprivate
eom()SecuritySpreadConvention
eom_SecuritySpreadConventionprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideSecuritySpreadConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
id() constConvention
id_Conventionprotected
rollConvention() constSecuritySpreadConvention
rollConvention_SecuritySpreadConventionprivate
SecuritySpreadConvention()SecuritySpreadConvention
SecuritySpreadConvention(const string &id, const string &dayCounter, const string &compounding, const string &compoundingFrequency)SecuritySpreadConvention
SecuritySpreadConvention(const string &id, const string &dayCounter, const string &tenorCalendar, const string &compounding="Continuous", const string &compoundingFrequency="Annual", const string &spotLag="", const string &spotCalendar="", const string &rollConvention="", const string &eom="")SecuritySpreadConvention
spotCalendar() constSecuritySpreadConvention
spotCalendar_SecuritySpreadConventionprivate
spotLag() constSecuritySpreadConvention
spotLag_SecuritySpreadConventionprivate
strCompounding_SecuritySpreadConventionprivate
strCompoundingFrequency_SecuritySpreadConventionprivate
strDayCounter_SecuritySpreadConventionprivate
strEom_SecuritySpreadConventionprivate
strRollConvention_SecuritySpreadConventionprivate
strSpotCalendar_SecuritySpreadConventionprivate
strSpotLag_SecuritySpreadConventionprivate
strTenorCalendar_SecuritySpreadConventionprivate
tenorBased()SecuritySpreadConvention
tenorBased_SecuritySpreadConventionprivate
tenorCalendar() constSecuritySpreadConvention
tenorCalendar_SecuritySpreadConventionprivate
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideSecuritySpreadConventionvirtual
toXMLString() constXMLSerializable
Type enum nameConvention
type() constConvention
type_Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable()XMLSerializablevirtual