QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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DigitalIborLeg Member List

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

callATM_DigitalIborLegprivate
callPayoffs_DigitalIborLegprivate
callStrikes_DigitalIborLegprivate
DigitalIborLeg(Schedule schedule, ext::shared_ptr< IborIndex > index)DigitalIborLeg
fixingDays_DigitalIborLegprivate
gearings_DigitalIborLegprivate
inArrears(bool flag=true)DigitalIborLeg
inArrears_DigitalIborLegprivate
index_DigitalIborLegprivate
longCallOption_DigitalIborLegprivate
longPutOption_DigitalIborLegprivate
nakedOption_DigitalIborLegprivate
notionals_DigitalIborLegprivate
operator Leg() constDigitalIborLeg
paymentAdjustment_DigitalIborLegprivate
paymentDayCounter_DigitalIborLegprivate
putATM_DigitalIborLegprivate
putPayoffs_DigitalIborLegprivate
putStrikes_DigitalIborLegprivate
replication_DigitalIborLegprivate
schedule_DigitalIborLegprivate
spreads_DigitalIborLegprivate
withCallATM(bool flag=true)DigitalIborLeg
withCallPayoffs(Rate payoff)DigitalIborLeg
withCallPayoffs(const std::vector< Rate > &payoffs)DigitalIborLeg
withCallStrikes(Rate strike)DigitalIborLeg
withCallStrikes(const std::vector< Rate > &strikes)DigitalIborLeg
withFixingDays(Natural fixingDays)DigitalIborLeg
withFixingDays(const std::vector< Natural > &fixingDays)DigitalIborLeg
withGearings(Real gearing)DigitalIborLeg
withGearings(const std::vector< Real > &gearings)DigitalIborLeg
withLongCallOption(Position::Type)DigitalIborLeg
withLongPutOption(Position::Type)DigitalIborLeg
withNakedOption(bool nakedOption=true)DigitalIborLeg
withNotionals(Real notional)DigitalIborLeg
withNotionals(const std::vector< Real > &notionals)DigitalIborLeg
withPaymentAdjustment(BusinessDayConvention)DigitalIborLeg
withPaymentDayCounter(const DayCounter &)DigitalIborLeg
withPutATM(bool flag=true)DigitalIborLeg
withPutPayoffs(Rate payoff)DigitalIborLeg
withPutPayoffs(const std::vector< Rate > &payoffs)DigitalIborLeg
withPutStrikes(Rate strike)DigitalIborLeg
withPutStrikes(const std::vector< Rate > &strikes)DigitalIborLeg
withReplication(const ext::shared_ptr< DigitalReplication > &)DigitalIborLeg
withReplication()DigitalIborLeg
withSpreads(Spread spread)DigitalIborLeg
withSpreads(const std::vector< Spread > &spreads)DigitalIborLeg