Fully annotated reference manual - version 1.8.12
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QuantExt
MakeSubPeriodsSwap
MakeSubPeriodsSwap Member List
This is the complete list of members for
MakeSubPeriodsSwap
, including all inherited members.
effectiveDate_
MakeSubPeriodsSwap
private
engine_
MakeSubPeriodsSwap
private
fixedCalendar_
MakeSubPeriodsSwap
private
fixedConvention_
MakeSubPeriodsSwap
private
fixedDayCount_
MakeSubPeriodsSwap
private
fixedRate_
MakeSubPeriodsSwap
private
fixedRule_
MakeSubPeriodsSwap
private
fixedTenor_
MakeSubPeriodsSwap
private
floatDayCounter_
MakeSubPeriodsSwap
private
floatPayTenor_
MakeSubPeriodsSwap
private
forwardStart_
MakeSubPeriodsSwap
private
index_
MakeSubPeriodsSwap
private
isPayer_
MakeSubPeriodsSwap
private
MakeSubPeriodsSwap
(const Period &swapTenor, const QuantLib::ext::shared_ptr< IborIndex > &index, Rate fixedRate, const Period &floatPayTenor, const Period &forwardStart=0 *Days)
MakeSubPeriodsSwap
nominal_
MakeSubPeriodsSwap
private
operator QuantLib::ext::shared_ptr< SubPeriodsSwap >
() const
MakeSubPeriodsSwap
operator SubPeriodsSwap
() const
MakeSubPeriodsSwap
settlementDays_
MakeSubPeriodsSwap
private
subCouponsType_
MakeSubPeriodsSwap
private
swapTenor_
MakeSubPeriodsSwap
private
withDiscountingTermStructure
(const Handle< YieldTermStructure > &discountCurve)
MakeSubPeriodsSwap
withEffectiveDate
(const Date &)
MakeSubPeriodsSwap
withFixedLegCalendar
(const Calendar &cal)
MakeSubPeriodsSwap
withFixedLegConvention
(BusinessDayConvention bdc)
MakeSubPeriodsSwap
withFixedLegDayCount
(const DayCounter &dc)
MakeSubPeriodsSwap
withFixedLegRule
(DateGeneration::Rule r)
MakeSubPeriodsSwap
withFixedLegTenor
(const Period &t)
MakeSubPeriodsSwap
withIsPayer
(bool p)
MakeSubPeriodsSwap
withNominal
(Real n)
MakeSubPeriodsSwap
withPricingEngine
(const QuantLib::ext::shared_ptr< PricingEngine > &engine)
MakeSubPeriodsSwap
withSettlementDays
(Natural settlementDays)
MakeSubPeriodsSwap
withSubCouponsType
(const QuantExt::SubPeriodsCoupon1::Type &st)
MakeSubPeriodsSwap
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