Loading [MathJax]/jax/input/TeX/config.js
QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Toggle main menu visibility
Main Page
Related Pages
Modules
Namespaces
Namespace List
Namespace Members
All
_
a
b
c
d
e
f
g
h
i
j
l
m
n
o
p
q
r
s
t
u
v
w
y
z
Functions
_
a
b
c
d
e
f
g
h
i
l
m
n
o
p
q
r
s
t
u
v
w
y
Variables
a
b
c
d
e
f
i
l
m
n
p
r
s
t
Typedefs
b
c
d
e
f
g
h
i
l
m
n
p
r
s
t
v
y
z
Enumerations
Enumerator
a
b
c
d
e
f
g
h
j
l
m
n
o
p
q
s
t
u
w
y
Classes
Class List
Class Index
Class Hierarchy
Class Members
All
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Functions
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
~
Variables
_
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Typedefs
a
b
c
d
e
g
h
i
k
m
o
p
r
s
t
u
v
w
z
Enumerations
a
b
c
d
e
f
h
i
l
m
n
o
p
q
r
s
t
y
Enumerator
a
b
c
d
e
f
g
h
i
j
k
l
m
n
o
p
q
r
s
t
u
v
w
x
y
z
Related Functions
a
b
c
d
f
i
m
n
o
p
q
r
s
Files
File List
File Members
All
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Variables
a
b
c
d
e
f
g
h
i
k
l
m
n
o
p
q
r
s
t
v
w
x
y
z
Macros
b
d
i
m
n
p
q
s
Examples
•
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Modules
Pages
Loading...
Searching...
No Matches
QuantLib
DigitalCmsSpreadLeg
DigitalCmsSpreadLeg Member List
This is the complete list of members for
DigitalCmsSpreadLeg
, including all inherited members.
callATM_
DigitalCmsSpreadLeg
private
callPayoffs_
DigitalCmsSpreadLeg
private
callStrikes_
DigitalCmsSpreadLeg
private
DigitalCmsSpreadLeg
(Schedule schedule, ext::shared_ptr< SwapSpreadIndex > index)
DigitalCmsSpreadLeg
fixingDays_
DigitalCmsSpreadLeg
private
gearings_
DigitalCmsSpreadLeg
private
inArrears
(bool flag=true)
DigitalCmsSpreadLeg
inArrears_
DigitalCmsSpreadLeg
private
index_
DigitalCmsSpreadLeg
private
longCallOption_
DigitalCmsSpreadLeg
private
longPutOption_
DigitalCmsSpreadLeg
private
nakedOption_
DigitalCmsSpreadLeg
private
notionals_
DigitalCmsSpreadLeg
private
operator Leg
() const
DigitalCmsSpreadLeg
paymentAdjustment_
DigitalCmsSpreadLeg
private
paymentDayCounter_
DigitalCmsSpreadLeg
private
putATM_
DigitalCmsSpreadLeg
private
putPayoffs_
DigitalCmsSpreadLeg
private
putStrikes_
DigitalCmsSpreadLeg
private
replication_
DigitalCmsSpreadLeg
private
schedule_
DigitalCmsSpreadLeg
private
spreads_
DigitalCmsSpreadLeg
private
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 > ¬ionals)
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
Generated by
Doxygen
1.9.5