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