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Fully annotated reference manual - version 1.8.12
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EquityMarginLeg Member List

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

couponRates_EquityMarginLegprivate
dividendFactor_EquityMarginLegprivate
equityCurve_EquityMarginLegprivate
EquityMarginLeg(const Schedule &schedule, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)EquityMarginLeg
fixingDays_EquityMarginLegprivate
fxIndex_EquityMarginLegprivate
initialPrice_EquityMarginLegprivate
initialPriceIsInTargetCcy_EquityMarginLegprivate
isTotalReturn_EquityMarginLegprivate
marginFactor_EquityMarginLegprivate
multiplier_EquityMarginLegprivate
notionalReset_EquityMarginLegprivate
notionals_EquityMarginLegprivate
operator Leg() constEquityMarginLeg
paymentAdjustment_EquityMarginLegprivate
paymentCalendar_EquityMarginLegprivate
paymentDayCounter_EquityMarginLegprivate
paymentLag_EquityMarginLegprivate
quantity_EquityMarginLegprivate
schedule_EquityMarginLegprivate
valuationSchedule_EquityMarginLegprivate
withCouponRates(Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)EquityMarginLeg
withCouponRates(const std::vector< Rate > &, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)EquityMarginLeg
withCouponRates(const InterestRate &)EquityMarginLeg
withCouponRates(const std::vector< InterestRate > &)EquityMarginLeg
withDividendFactor(Real)EquityMarginLeg
withFixingDays(Natural)EquityMarginLeg
withInitialMarginFactor(const Real &marginFactor)EquityMarginLeg
withInitialPrice(Real)EquityMarginLeg
withInitialPriceIsInTargetCcy(bool)EquityMarginLeg
withMultiplier(Real)EquityMarginLeg
withNotional(Real notional)EquityMarginLeg
withNotionalReset(bool)EquityMarginLeg
withNotionals(const std::vector< Real > &notionals)EquityMarginLeg
withPaymentAdjustment(BusinessDayConvention convention)EquityMarginLeg
withPaymentCalendar(const Calendar &calendar)EquityMarginLeg
withPaymentDayCounter(const DayCounter &dayCounter)EquityMarginLeg
withPaymentLag(Natural paymentLag)EquityMarginLeg
withQuantity(Real)EquityMarginLeg
withTotalReturn(bool)EquityMarginLeg
withValuationSchedule(const Schedule &valuationSchedule)EquityMarginLeg