QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
Swap
Swap Member List
This is the complete list of members for
Swap
, including all inherited members.
additionalResults
() const
Instrument
additionalResults_
Instrument
mutable
protected
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
calculate
() const override
Instrument
protected
virtual
calculated_
LazyObject
mutable
protected
deepUpdate
() override
Swap
virtual
endDiscounts
(Size j) const
Swap
endDiscounts_
Swap
protected
engine_
Instrument
protected
errorEstimate
() const
Instrument
errorEstimate_
Instrument
protected
fetchResults
(const PricingEngine::results *) const override
Swap
virtual
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
mutable
protected
legNPV
(Size j) const
Swap
legNPV_
Swap
mutable
protected
legs
() const
Swap
legs_
Swap
protected
maturityDate
() const
Swap
virtual
notifyObservers
()
Observable
NPV
() const
Instrument
NPV_
Instrument
mutable
protected
npvDateDiscount
() const
Swap
npvDateDiscount_
Swap
mutable
protected
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
Payer
enum value
Swap
payer
(Size j) const
Swap
payer_
Swap
protected
performCalculations
() const override
Instrument
protected
virtual
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 *) const override
Swap
virtual
setupExpired
() const override
Swap
protected
virtual
startDate
() const
Swap
virtual
startDiscounts
(Size j) const
Swap
startDiscounts_
Swap
mutable
protected
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
valuationDate
() const
Instrument
valuationDate_
Instrument
mutable
protected
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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