Fully annotated reference manual - version 1.8.12
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TenorBasisSwapConvention
TenorBasisSwapConvention Member List
This is the complete list of members for
TenorBasisSwapConvention
, including all inherited members.
build
() override
TenorBasisSwapConvention
virtual
Convention
()
Convention
protected
Convention
(const string &id, Type type)
Convention
protected
fromFile
(const std::string &filename)
XMLSerializable
fromXML
(XMLNode *node) override
TenorBasisSwapConvention
virtual
fromXMLString
(const std::string &xml)
XMLSerializable
id
() const
Convention
id_
Convention
protected
includeSpread
() const
TenorBasisSwapConvention
includeSpread_
TenorBasisSwapConvention
private
payFrequency
() const
TenorBasisSwapConvention
payFrequency_
TenorBasisSwapConvention
private
payIndex
() const
TenorBasisSwapConvention
payIndexName
() const
TenorBasisSwapConvention
receiveFrequency
() const
TenorBasisSwapConvention
receiveFrequency_
TenorBasisSwapConvention
private
receiveIndex
() const
TenorBasisSwapConvention
receiveIndexName
() const
TenorBasisSwapConvention
spreadOnRec
() const
TenorBasisSwapConvention
spreadOnRec_
TenorBasisSwapConvention
private
strIncludeSpread_
TenorBasisSwapConvention
private
strPayFrequency_
TenorBasisSwapConvention
private
strPayIndex_
TenorBasisSwapConvention
private
strReceiveFrequency_
TenorBasisSwapConvention
private
strReceiveIndex_
TenorBasisSwapConvention
private
strSpreadOnRec_
TenorBasisSwapConvention
private
strSubPeriodsCouponType_
TenorBasisSwapConvention
private
subPeriodsCouponType
() const
TenorBasisSwapConvention
subPeriodsCouponType_
TenorBasisSwapConvention
private
TenorBasisSwapConvention
()
TenorBasisSwapConvention
TenorBasisSwapConvention
(const string &id, const string &payIndex, const string &receiveIndex, const string &receiveFrequency="", const string &payFrequency="", const string &spreadOnRec="", const string &includeSpread="", const string &subPeriodsCouponType="")
TenorBasisSwapConvention
toFile
(const std::string &filename) const
XMLSerializable
toXML
(XMLDocument &doc) const override
TenorBasisSwapConvention
virtual
toXMLString
() const
XMLSerializable
Type
enum name
Convention
type
() const
Convention
type_
Convention
protected
~Convention
()
Convention
virtual
~XMLSerializable
()
XMLSerializable
virtual
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