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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
DigitalIborLeg
DigitalIborLeg Member List
This is the complete list of members for
DigitalIborLeg
, including all inherited members.
callATM_
DigitalIborLeg
private
callPayoffs_
DigitalIborLeg
private
callStrikes_
DigitalIborLeg
private
DigitalIborLeg
(Schedule schedule, ext::shared_ptr< IborIndex > index)
DigitalIborLeg
fixingDays_
DigitalIborLeg
private
gearings_
DigitalIborLeg
private
inArrears
(bool flag=true)
DigitalIborLeg
inArrears_
DigitalIborLeg
private
index_
DigitalIborLeg
private
longCallOption_
DigitalIborLeg
private
longPutOption_
DigitalIborLeg
private
nakedOption_
DigitalIborLeg
private
notionals_
DigitalIborLeg
private
operator Leg
() const
DigitalIborLeg
paymentAdjustment_
DigitalIborLeg
private
paymentDayCounter_
DigitalIborLeg
private
putATM_
DigitalIborLeg
private
putPayoffs_
DigitalIborLeg
private
putStrikes_
DigitalIborLeg
private
replication_
DigitalIborLeg
private
schedule_
DigitalIborLeg
private
spreads_
DigitalIborLeg
private
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 > ¬ionals)
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
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