QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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DigitalCmsSpreadLeg Member List

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

callATM_DigitalCmsSpreadLegprivate
callPayoffs_DigitalCmsSpreadLegprivate
callStrikes_DigitalCmsSpreadLegprivate
DigitalCmsSpreadLeg(Schedule schedule, ext::shared_ptr< SwapSpreadIndex > index)DigitalCmsSpreadLeg
fixingDays_DigitalCmsSpreadLegprivate
gearings_DigitalCmsSpreadLegprivate
inArrears(bool flag=true)DigitalCmsSpreadLeg
inArrears_DigitalCmsSpreadLegprivate
index_DigitalCmsSpreadLegprivate
longCallOption_DigitalCmsSpreadLegprivate
longPutOption_DigitalCmsSpreadLegprivate
nakedOption_DigitalCmsSpreadLegprivate
notionals_DigitalCmsSpreadLegprivate
operator Leg() constDigitalCmsSpreadLeg
paymentAdjustment_DigitalCmsSpreadLegprivate
paymentDayCounter_DigitalCmsSpreadLegprivate
putATM_DigitalCmsSpreadLegprivate
putPayoffs_DigitalCmsSpreadLegprivate
putStrikes_DigitalCmsSpreadLegprivate
replication_DigitalCmsSpreadLegprivate
schedule_DigitalCmsSpreadLegprivate
spreads_DigitalCmsSpreadLegprivate
withCallATM(bool flag=true)DigitalCmsSpreadLeg
withCallPayoffs(Rate payoff)DigitalCmsSpreadLeg
withCallPayoffs(const std::vector< Rate > &payoffs)DigitalCmsSpreadLeg
withCallStrikes(Rate strike)DigitalCmsSpreadLeg
withCallStrikes(const std::vector< Rate > &strikes)DigitalCmsSpreadLeg
withFixingDays(Natural fixingDays)DigitalCmsSpreadLeg
withFixingDays(const std::vector< Natural > &fixingDays)DigitalCmsSpreadLeg
withGearings(Real gearing)DigitalCmsSpreadLeg
withGearings(const std::vector< Real > &gearings)DigitalCmsSpreadLeg
withLongCallOption(Position::Type)DigitalCmsSpreadLeg
withLongPutOption(Position::Type)DigitalCmsSpreadLeg
withNakedOption(bool nakedOption=true)DigitalCmsSpreadLeg
withNotionals(Real notional)DigitalCmsSpreadLeg
withNotionals(const std::vector< Real > &notionals)DigitalCmsSpreadLeg
withPaymentAdjustment(BusinessDayConvention)DigitalCmsSpreadLeg
withPaymentDayCounter(const DayCounter &)DigitalCmsSpreadLeg
withPutATM(bool flag=true)DigitalCmsSpreadLeg
withPutPayoffs(Rate payoff)DigitalCmsSpreadLeg
withPutPayoffs(const std::vector< Rate > &payoffs)DigitalCmsSpreadLeg
withPutStrikes(Rate strike)DigitalCmsSpreadLeg
withPutStrikes(const std::vector< Rate > &strikes)DigitalCmsSpreadLeg
withReplication(const ext::shared_ptr< DigitalReplication > &)DigitalCmsSpreadLeg
withReplication()DigitalCmsSpreadLeg
withSpreads(Spread spread)DigitalCmsSpreadLeg
withSpreads(const std::vector< Spread > &spreads)DigitalCmsSpreadLeg