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

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

callATM_DigitalCmsLegprivate
callPayoffs_DigitalCmsLegprivate
callStrikes_DigitalCmsLegprivate
DigitalCmsLeg(Schedule schedule, ext::shared_ptr< SwapIndex > index)DigitalCmsLeg
fixingDays_DigitalCmsLegprivate
gearings_DigitalCmsLegprivate
inArrears(bool flag=true)DigitalCmsLeg
inArrears_DigitalCmsLegprivate
index_DigitalCmsLegprivate
longCallOption_DigitalCmsLegprivate
longPutOption_DigitalCmsLegprivate
nakedOption_DigitalCmsLegprivate
notionals_DigitalCmsLegprivate
operator Leg() constDigitalCmsLeg
paymentAdjustment_DigitalCmsLegprivate
paymentDayCounter_DigitalCmsLegprivate
putATM_DigitalCmsLegprivate
putPayoffs_DigitalCmsLegprivate
putStrikes_DigitalCmsLegprivate
replication_DigitalCmsLegprivate
schedule_DigitalCmsLegprivate
spreads_DigitalCmsLegprivate
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 > &notionals)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