Fully annotated reference manual - version 1.8.12
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CurrencySwap
CurrencySwap Member List
This is the complete list of members for
CurrencySwap
, including all inherited members.
alwaysForwardNotifications
() override
CurrencySwap
currencies
()
CurrencySwap
currency_
CurrencySwap
protected
CurrencySwap
(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > ¤cy, const bool isPhysicallySettled=true, const bool isResettable=false)
CurrencySwap
CurrencySwap
(Size legs)
CurrencySwap
protected
deepUpdate
() override
CurrencySwap
endDiscounts
(Size j) const
CurrencySwap
endDiscounts_
CurrencySwap
protected
fetchResults
(const PricingEngine::results *) const override
CurrencySwap
inCcyLegBPS
(Size j) const
CurrencySwap
inCcyLegBPS_
CurrencySwap
protected
inCcyLegNPV
(Size j) const
CurrencySwap
inCcyLegNPV_
CurrencySwap
protected
isExpired
() const override
CurrencySwap
isPhysicallySettled_
CurrencySwap
protected
isResettable_
CurrencySwap
protected
leg
(Size j) const
CurrencySwap
legBPS
(Size j) const
CurrencySwap
legBPS_
CurrencySwap
mutable
protected
legCurrency
(Size j) const
CurrencySwap
legNPV
(Size j) const
CurrencySwap
legNPV_
CurrencySwap
mutable
protected
legs
()
CurrencySwap
legs_
CurrencySwap
protected
maturityDate
() const
CurrencySwap
npvDateDiscount
() const
CurrencySwap
npvDateDiscount_
CurrencySwap
mutable
protected
payer_
CurrencySwap
protected
setupArguments
(PricingEngine::arguments *) const override
CurrencySwap
setupExpired
() const override
CurrencySwap
protected
startDate
() const
CurrencySwap
startDiscounts
(Size j) const
CurrencySwap
startDiscounts_
CurrencySwap
mutable
protected
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