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Fully annotated reference manual - version 1.8.12
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VanillaCrossCurrencySwap Member List

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

alwaysForwardNotifications() overrideCurrencySwap
currencies()CurrencySwap
currency_CurrencySwapprotected
CurrencySwap(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const bool isPhysicallySettled=true, const bool isResettable=false)CurrencySwap
CurrencySwap(Size legs)CurrencySwapprotected
deepUpdate() overrideCurrencySwap
endDiscounts(Size j) constCurrencySwap
endDiscounts_CurrencySwapprotected
fetchResults(const PricingEngine::results *) const overrideCurrencySwap
inCcyLegBPS(Size j) constCurrencySwap
inCcyLegBPS_CurrencySwapprotected
inCcyLegNPV(Size j) constCurrencySwap
inCcyLegNPV_CurrencySwapprotected
isExpired() const overrideCurrencySwap
isPhysicallySettled_CurrencySwapprotected
isResettable_CurrencySwapprotected
leg(Size j) constCurrencySwap
legBPS(Size j) constCurrencySwap
legBPS_CurrencySwapmutableprotected
legCurrency(Size j) constCurrencySwap
legNPV(Size j) constCurrencySwap
legNPV_CurrencySwapmutableprotected
legs()CurrencySwap
legs_CurrencySwapprotected
maturityDate() constCurrencySwap
npvDateDiscount() constCurrencySwap
npvDateDiscount_CurrencySwapmutableprotected
payer_CurrencySwapprotected
setupArguments(PricingEngine::arguments *) const overrideCurrencySwap
setupExpired() const overrideCurrencySwapprotected
startDate() constCurrencySwap
startDiscounts(Size j) constCurrencySwap
startDiscounts_CurrencySwapmutableprotected
VanillaCrossCurrencySwap(bool payFixed, Currency fixedCcy, Real fixedNominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, Currency floatCcy, Real floatNominal, const Schedule &floatSchedule, const QuantLib::ext::shared_ptr< IborIndex > &iborIndex, Rate floatSpread, boost::optional< BusinessDayConvention > paymentConvention=boost::none, const bool isPhysicallySettled=true, const bool isResettable=false)VanillaCrossCurrencySwap