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Fully annotated reference manual - version 1.8.12
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ZeroRateConvention Member List

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

build() overrideZeroRateConventionvirtual
compounding() constZeroRateConvention
compounding_ZeroRateConventionprivate
compoundingFrequency() constZeroRateConvention
compoundingFrequency_ZeroRateConventionprivate
Convention()Conventionprotected
Convention(const string &id, Type type)Conventionprotected
dayCounter() constZeroRateConvention
dayCounter_ZeroRateConventionprivate
eom()ZeroRateConvention
eom_ZeroRateConventionprivate
fromFile(const std::string &filename)XMLSerializable
fromXML(XMLNode *node) overrideZeroRateConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
id() constConvention
id_Conventionprotected
rollConvention() constZeroRateConvention
rollConvention_ZeroRateConventionprivate
spotCalendar() constZeroRateConvention
spotCalendar_ZeroRateConventionprivate
spotLag() constZeroRateConvention
spotLag_ZeroRateConventionprivate
strCompounding_ZeroRateConventionprivate
strCompoundingFrequency_ZeroRateConventionprivate
strDayCounter_ZeroRateConventionprivate
strEom_ZeroRateConventionprivate
strRollConvention_ZeroRateConventionprivate
strSpotCalendar_ZeroRateConventionprivate
strSpotLag_ZeroRateConventionprivate
strTenorCalendar_ZeroRateConventionprivate
tenorBased()ZeroRateConvention
tenorBased_ZeroRateConventionprivate
tenorCalendar() constZeroRateConvention
tenorCalendar_ZeroRateConventionprivate
toFile(const std::string &filename) constXMLSerializable
toXML(XMLDocument &doc) const overrideZeroRateConventionvirtual
toXMLString() constXMLSerializable
Type enum nameConvention
type() constConvention
type_Conventionprotected
ZeroRateConvention()ZeroRateConvention
ZeroRateConvention(const string &id, const string &dayCounter, const string &compounding, const string &compoundingFrequency)ZeroRateConvention
ZeroRateConvention(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="")ZeroRateConvention
~Convention()Conventionvirtual
~XMLSerializable()XMLSerializablevirtual