QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
DigitalCmsLeg
DigitalCmsLeg Member List
This is the complete list of members for
DigitalCmsLeg
, including all inherited members.
callATM_
DigitalCmsLeg
private
callPayoffs_
DigitalCmsLeg
private
callStrikes_
DigitalCmsLeg
private
DigitalCmsLeg
(Schedule schedule, ext::shared_ptr< SwapIndex > index)
DigitalCmsLeg
fixingDays_
DigitalCmsLeg
private
gearings_
DigitalCmsLeg
private
inArrears
(bool flag=true)
DigitalCmsLeg
inArrears_
DigitalCmsLeg
private
index_
DigitalCmsLeg
private
longCallOption_
DigitalCmsLeg
private
longPutOption_
DigitalCmsLeg
private
nakedOption_
DigitalCmsLeg
private
notionals_
DigitalCmsLeg
private
operator Leg
() const
DigitalCmsLeg
paymentAdjustment_
DigitalCmsLeg
private
paymentDayCounter_
DigitalCmsLeg
private
putATM_
DigitalCmsLeg
private
putPayoffs_
DigitalCmsLeg
private
putStrikes_
DigitalCmsLeg
private
replication_
DigitalCmsLeg
private
schedule_
DigitalCmsLeg
private
spreads_
DigitalCmsLeg
private
withCallATM
(bool flag=true)
DigitalCmsLeg
withCallPayoffs
(Rate payoff)
DigitalCmsLeg
withCallPayoffs
(const std::vector< Rate > &payoffs)
DigitalCmsLeg
withCallStrikes
(Rate strike)
DigitalCmsLeg
withCallStrikes
(const std::vector< Rate > &strikes)
DigitalCmsLeg
withFixingDays
(Natural fixingDays)
DigitalCmsLeg
withFixingDays
(const std::vector< Natural > &fixingDays)
DigitalCmsLeg
withGearings
(Real gearing)
DigitalCmsLeg
withGearings
(const std::vector< Real > &gearings)
DigitalCmsLeg
withLongCallOption
(Position::Type)
DigitalCmsLeg
withLongPutOption
(Position::Type)
DigitalCmsLeg
withNakedOption
(bool nakedOption=true)
DigitalCmsLeg
withNotionals
(Real notional)
DigitalCmsLeg
withNotionals
(const std::vector< Real > ¬ionals)
DigitalCmsLeg
withPaymentAdjustment
(BusinessDayConvention)
DigitalCmsLeg
withPaymentDayCounter
(const DayCounter &)
DigitalCmsLeg
withPutATM
(bool flag=true)
DigitalCmsLeg
withPutPayoffs
(Rate payoff)
DigitalCmsLeg
withPutPayoffs
(const std::vector< Rate > &payoffs)
DigitalCmsLeg
withPutStrikes
(Rate strike)
DigitalCmsLeg
withPutStrikes
(const std::vector< Rate > &strikes)
DigitalCmsLeg
withReplication
(const ext::shared_ptr< DigitalReplication > &)
DigitalCmsLeg
withReplication
()
DigitalCmsLeg
withSpreads
(Spread spread)
DigitalCmsLeg
withSpreads
(const std::vector< Spread > &spreads)
DigitalCmsLeg
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