|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for NonstandardSwap, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ | Instrument | mutableprotected |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| 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 | NonstandardSwap | virtual |
| finalCapitalExchange_ | NonstandardSwap | private |
| fixedDayCount() const | NonstandardSwap | |
| fixedDayCount_ | NonstandardSwap | private |
| fixedLeg() const | NonstandardSwap | |
| fixedNominal() const | NonstandardSwap | |
| fixedNominal_ | NonstandardSwap | private |
| fixedRate() const | NonstandardSwap | |
| fixedRate_ | NonstandardSwap | private |
| fixedSchedule() const | NonstandardSwap | |
| fixedSchedule_ | NonstandardSwap | private |
| floatingDayCount() const | NonstandardSwap | |
| floatingDayCount_ | NonstandardSwap | private |
| floatingLeg() const | NonstandardSwap | |
| floatingNominal() const | NonstandardSwap | |
| floatingNominal_ | NonstandardSwap | private |
| floatingSchedule() const | NonstandardSwap | |
| floatingSchedule_ | NonstandardSwap | private |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| gearing() const | NonstandardSwap | |
| gearing_ | NonstandardSwap | private |
| gearings() const | NonstandardSwap | |
| iborIndex() const | NonstandardSwap | |
| iborIndex_ | NonstandardSwap | private |
| init() | NonstandardSwap | private |
| Instrument() | Instrument | |
| intermediateCapitalExchange_ | NonstandardSwap | private |
| 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 |
| NonstandardSwap(const FixedVsFloatingSwap &fromVanilla) | NonstandardSwap | explicit |
| NonstandardSwap(Swap::Type type, std::vector< Real > fixedNominal, const std::vector< Real > &floatingNominal, Schedule fixedSchedule, std::vector< Real > fixedRate, DayCounter fixedDayCount, Schedule floatingSchedule, ext::shared_ptr< IborIndex > iborIndex, Real gearing, Spread spread, DayCounter floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, ext::optional< BusinessDayConvention > paymentConvention=ext::nullopt) | NonstandardSwap | |
| NonstandardSwap(Swap::Type type, std::vector< Real > fixedNominal, std::vector< Real > floatingNominal, Schedule fixedSchedule, std::vector< Real > fixedRate, DayCounter fixedDayCount, Schedule floatingSchedule, ext::shared_ptr< IborIndex > iborIndex, std::vector< Real > gearing, std::vector< Spread > spread, DayCounter floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, ext::optional< BusinessDayConvention > paymentConvention=ext::nullopt) | NonstandardSwap | |
| 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 | |
| Payer enum value | Swap | |
| payer(Size j) const | Swap | |
| payer_ | Swap | protected |
| paymentConvention() const | NonstandardSwap | |
| paymentConvention_ | NonstandardSwap | private |
| 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 | NonstandardSwap | virtual |
| setupExpired() const override | NonstandardSwap | privatevirtual |
| singleSpreadAndGearing_ | NonstandardSwap | private |
| spread() const | NonstandardSwap | |
| spread_ | NonstandardSwap | private |
| spreads() const | NonstandardSwap | |
| 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 | |
| type() const | NonstandardSwap | |
| type_ | NonstandardSwap | private |
| 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 | mutableprotected |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |