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Fully annotated reference manual - version 1.8.12
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DiscountingFxForwardEngine Member List

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

calculate() const overrideDiscountingFxForwardEngine
ccy1_DiscountingFxForwardEngineprivate
ccy2_DiscountingFxForwardEngineprivate
currency1() constDiscountingFxForwardEngine
currency1Discountcurve() constDiscountingFxForwardEngine
currency1Discountcurve_DiscountingFxForwardEngineprivate
currency2() constDiscountingFxForwardEngine
currency2Discountcurve() constDiscountingFxForwardEngine
currency2Discountcurve_DiscountingFxForwardEngineprivate
DiscountingFxForwardEngine(const Currency &ccy1, const Handle< YieldTermStructure > &currency1Discountcurve, const Currency &ccy2, const Handle< YieldTermStructure > &currency2Discountcurve, const Handle< Quote > &spotFX, boost::optional< bool > includeSettlementDateFlows=boost::none, const Date &settlementDate=Date(), const Date &npvDate=Date())DiscountingFxForwardEngine
includeSettlementDateFlows_DiscountingFxForwardEngineprivate
npvDate_DiscountingFxForwardEngineprivate
settlementDate_DiscountingFxForwardEngineprivate
spotFX() constDiscountingFxForwardEngine
spotFX_DiscountingFxForwardEngineprivate