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

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
dayCounter() constEquityTotalReturnSwap
dayCounter_EquityTotalReturnSwapprivate
deepUpdate() overrideSwapvirtual
endDiscounts(Size j) constSwap
endDiscounts_Swapprotected
engine_Instrumentprotected
equityIndex() constEquityTotalReturnSwap
equityIndex_EquityTotalReturnSwapprivate
equityLeg() constEquityTotalReturnSwap
equityLegNPV() constEquityTotalReturnSwap
EquityTotalReturnSwap(Type type, Real nominal, Schedule schedule, ext::shared_ptr< EquityIndex > equityIndex, const ext::shared_ptr< IborIndex > &interestRateIndex, DayCounter dayCounter, Rate margin, Real gearing=1.0, Calendar paymentCalendar=Calendar(), BusinessDayConvention paymentConvention=Unadjusted, Natural paymentDelay=0)EquityTotalReturnSwap
EquityTotalReturnSwap(Type type, Real nominal, Schedule schedule, ext::shared_ptr< EquityIndex > equityIndex, const ext::shared_ptr< OvernightIndex > &interestRateIndex, DayCounter dayCounter, Rate margin, Real gearing=1.0, Calendar paymentCalendar=Calendar(), BusinessDayConvention paymentConvention=Unadjusted, Natural paymentDelay=0)EquityTotalReturnSwap
EquityTotalReturnSwap(ext::shared_ptr< EquityIndex > equityIndex, ext::shared_ptr< InterestRateIndex > interestRateIndex, Type type, Real nominal, Schedule schedule, DayCounter dayCounter, Rate margin, Real gearing=1.0, Calendar paymentCalendar=Calendar(), BusinessDayConvention paymentConvention=Unadjusted, Natural paymentDelay=0)EquityTotalReturnSwapprivate
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fairMargin() constEquityTotalReturnSwap
fetchResults(const PricingEngine::results *) const overrideSwapvirtual
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
gearing() constEquityTotalReturnSwap
gearing_EquityTotalReturnSwapprivate
Instrument()Instrument
interestRateIndex() constEquityTotalReturnSwap
interestRateIndex_EquityTotalReturnSwapprivate
interestRateLeg() constEquityTotalReturnSwap
interestRateLegNPV() constEquityTotalReturnSwap
isCalculated() constLazyObject
isExpired() const overrideSwapvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
leg(Size j) constSwap
legBPS(Size j) constSwap
legBPS_Swapmutableprotected
legNPV(Size j) constSwap
legNPV_Swapmutableprotected
legs() constSwap
legs_Swapprotected
margin() constEquityTotalReturnSwap
margin_EquityTotalReturnSwapprivate
maturityDate() constSwapvirtual
nominal() constEquityTotalReturnSwap
nominal_EquityTotalReturnSwapprivate
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
npvDateDiscount() constSwap
npvDateDiscount_Swapmutableprotected
numberOfLegs() constSwap
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
Payer enum valueSwap
payer(Size j) constSwap
payer_Swapprotected
paymentCalendar() constEquityTotalReturnSwap
paymentCalendar_EquityTotalReturnSwapprivate
paymentConvention() constEquityTotalReturnSwap
paymentConvention_EquityTotalReturnSwapprivate
paymentDelay() constEquityTotalReturnSwap
paymentDelay_EquityTotalReturnSwapprivate
performCalculations() const overrideInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum valueSwap
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
schedule() constEquityTotalReturnSwap
schedule_EquityTotalReturnSwapprivate
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const overrideSwapvirtual
setupExpired() const overrideSwapprotectedvirtual
startDate() constSwapvirtual
startDiscounts(Size j) constSwap
startDiscounts_Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
Type enum nameSwap
type() constEquityTotalReturnSwap
type_EquityTotalReturnSwapprivate
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
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