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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for AssetSwap, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ | Instrument | mutableprotected |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| AssetSwap(bool payBondCoupon, ext::shared_ptr< Bond > bond, Real bondCleanPrice, const ext::shared_ptr< IborIndex > &iborIndex, Spread spread, const Schedule &floatSchedule=Schedule(), const DayCounter &floatingDayCount=DayCounter(), bool parAssetSwap=true) | AssetSwap | |
| AssetSwap(bool parAssetSwap, ext::shared_ptr< Bond > bond, Real bondCleanPrice, Real nonParRepayment, Real gearing, const ext::shared_ptr< IborIndex > &iborIndex, Spread spread=0.0, const DayCounter &floatingDayCount=DayCounter(), Date dealMaturity=Date(), bool payBondCoupon=false) | AssetSwap | |
| bond() const | AssetSwap | |
| bond_ | AssetSwap | private |
| bondCleanPrice_ | AssetSwap | private |
| bondLeg() const | AssetSwap | |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| cleanPrice() const | AssetSwap | |
| deepUpdate() override | Swap | virtual |
| endDiscounts(Size j) const | Swap | |
| endDiscounts_ | Swap | protected |
| engine_ | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ | Instrument | protected |
| fairCleanPrice() const | AssetSwap | |
| fairCleanPrice_ | AssetSwap | mutableprivate |
| fairNonParRepayment() const | AssetSwap | |
| fairNonParRepayment_ | AssetSwap | private |
| fairSpread() const | AssetSwap | |
| fairSpread_ | AssetSwap | mutableprivate |
| fetchResults(const PricingEngine::results *) const override | AssetSwap | virtual |
| floatingLeg() const | AssetSwap | |
| floatingLegBPS() const | AssetSwap | |
| floatingLegNPV() const | AssetSwap | |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| Instrument() | Instrument | |
| isCalculated() const | LazyObject | |
| isExpired() const override | Swap | virtual |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| LazyObject() | LazyObject | |
| leg(Size j) const | Swap | |
| legBPS(Size j) const | Swap | |
| legBPS_ | Swap | mutableprotected |
| legNPV(Size j) const | Swap | |
| legNPV_ | Swap | mutableprotected |
| legs() const | Swap | |
| legs_ | Swap | protected |
| maturityDate() const | Swap | virtual |
| nonParRepayment() const | AssetSwap | |
| nonParRepayment_ | AssetSwap | private |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ | Instrument | mutableprotected |
| npvDateDiscount() const | Swap | |
| npvDateDiscount_ | Swap | mutableprotected |
| numberOfLegs() const | Swap | |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| Observer()=default | Observer | |
| QuantLib::Observer::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| QuantLib::operator=(const Observable &) | Observable | |
| QuantLib::operator=(Observable &&)=delete | Observable | |
| QuantLib::Observer::operator=(const Observer &) | Observer | |
| parSwap() const | AssetSwap | |
| parSwap_ | AssetSwap | private |
| payBondCoupon() const | AssetSwap | |
| Payer enum value | Swap | |
| payer(Size j) const | Swap | |
| payer_ | Swap | protected |
| performCalculations() const override | Instrument | protectedvirtual |
| recalculate() | LazyObject | |
| Receiver enum value | Swap | |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| result(const std::string &tag) const | Instrument | |
| QuantLib::set_type typedef | Observable | private |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *args) const override | AssetSwap | virtual |
| setupExpired() const override | AssetSwap | privatevirtual |
| spread() const | AssetSwap | |
| spread_ | AssetSwap | private |
| startDate() const | Swap | virtual |
| startDiscounts(Size j) const | Swap | |
| startDiscounts_ | Swap | mutableprotected |
| Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap | |
| Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap | |
| Swap(Size legs) | Swap | protected |
| Type enum name | Swap | |
| unfreeze() | LazyObject | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | LazyObject | virtual |
| updating_ | LazyObject | private |
| upfrontDate_ | AssetSwap | private |
| valuationDate() const | Instrument | |
| valuationDate_ | Instrument | mutableprotected |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |