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Fully annotated reference manual - version 1.8.12
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FlexiSwap Member List

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

cappedRate() constFlexiSwap
cappedRate_FlexiSwapprivate
fetchResults(const QuantLib::PricingEngine::results *) const overrideFlexiSwapprivate
fixedDayCount() constFlexiSwap
fixedDayCount_FlexiSwapprivate
fixedLeg() constFlexiSwap
fixedNominal() constFlexiSwap
fixedNominal_FlexiSwapprivate
fixedRate() constFlexiSwap
fixedRate_FlexiSwapprivate
fixedSchedule() constFlexiSwap
fixedSchedule_FlexiSwapprivate
FlexiSwap(const VanillaSwap::Type type, const std::vector< Real > &fixedNominal, const std::vector< Real > &floatingNominal, const Schedule &fixedSchedule, const std::vector< Real > &fixedRate, const DayCounter &fixedDayCount, const Schedule &floatingSchedule, const QuantLib::ext::shared_ptr< IborIndex > &iborIndex, const std::vector< Real > &gearing, const std::vector< Real > &spread, const std::vector< Real > &cappedRate, const std::vector< Real > &flooredRate, const DayCounter &floatingDayCount, const std::vector< Real > &lowerNotionalBound, const QuantLib::Position::Type optionPosition, const std::vector< bool > &notionalCanBeDecreased=std::vector< bool >(), boost::optional< BusinessDayConvention > paymentConvention=boost::none)FlexiSwap
floatingDayCount() constFlexiSwap
floatingDayCount_FlexiSwapprivate
floatingLeg() constFlexiSwap
floatingNominal() constFlexiSwap
floatingNominal_FlexiSwapprivate
floatingSchedule() constFlexiSwap
floatingSchedule_FlexiSwapprivate
flooredRate() constFlexiSwap
flooredRate_FlexiSwapprivate
gearing() constFlexiSwap
gearing_FlexiSwapprivate
iborIndex() constFlexiSwap
iborIndex_FlexiSwapprivate
lowerNotionalBound() constFlexiSwap
lowerNotionalBound_FlexiSwapprivate
notionalCanBeDecreased() constFlexiSwap
notionalCanBeDecreased_FlexiSwapprivate
optionPosition() constFlexiSwap
optionPosition_FlexiSwapprivate
paymentConvention() constFlexiSwap
paymentConvention_FlexiSwapprivate
setupArguments(QuantLib::PricingEngine::arguments *) const overrideFlexiSwapprivate
setupExpired() const overrideFlexiSwapprivate
spread() constFlexiSwap
spread_FlexiSwapprivate
type() constFlexiSwap
type_FlexiSwapprivate
underlyingValue() constFlexiSwap
underlyingValue_FlexiSwapmutableprivate