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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for FloatFloatSwap, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ | Instrument | mutableprotected |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| cappedRate1() const | FloatFloatSwap | |
| cappedRate1_ | FloatFloatSwap | private |
| cappedRate2() const | FloatFloatSwap | |
| cappedRate2_ | FloatFloatSwap | private |
| dayCount1() const | FloatFloatSwap | |
| dayCount1_ | FloatFloatSwap | private |
| dayCount2() const | FloatFloatSwap | |
| dayCount2_ | FloatFloatSwap | private |
| deepUpdate() override | Swap | virtual |
| endDiscounts(Size j) const | Swap | |
| endDiscounts_ | Swap | protected |
| engine_ | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ | Instrument | protected |
| fetchResults(const PricingEngine::results *) const override | FloatFloatSwap | virtual |
| finalCapitalExchange_ | FloatFloatSwap | private |
| FloatFloatSwap(Swap::Type type, Real nominal1, Real nominal2, const Schedule &schedule1, ext::shared_ptr< InterestRateIndex > index1, DayCounter dayCount1, const Schedule &schedule2, ext::shared_ptr< InterestRateIndex > index2, DayCounter dayCount2, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, Real gearing1=1.0, Real spread1=0.0, Real cappedRate1=Null< Real >(), Real flooredRate1=Null< Real >(), Real gearing2=1.0, Real spread2=0.0, Real cappedRate2=Null< Real >(), Real flooredRate2=Null< Real >(), const ext::optional< BusinessDayConvention > &paymentConvention1=ext::nullopt, const ext::optional< BusinessDayConvention > &paymentConvention2=ext::nullopt) | FloatFloatSwap | |
| FloatFloatSwap(Swap::Type type, std::vector< Real > nominal1, std::vector< Real > nominal2, Schedule schedule1, ext::shared_ptr< InterestRateIndex > index1, DayCounter dayCount1, Schedule schedule2, ext::shared_ptr< InterestRateIndex > index2, DayCounter dayCount2, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, std::vector< Real > gearing1=std::vector< Real >(), std::vector< Real > spread1=std::vector< Real >(), std::vector< Real > cappedRate1=std::vector< Real >(), std::vector< Real > flooredRate1=std::vector< Real >(), std::vector< Real > gearing2=std::vector< Real >(), std::vector< Real > spread2=std::vector< Real >(), std::vector< Real > cappedRate2=std::vector< Real >(), std::vector< Real > flooredRate2=std::vector< Real >(), const ext::optional< BusinessDayConvention > &paymentConvention1=ext::nullopt, const ext::optional< BusinessDayConvention > &paymentConvention2=ext::nullopt) | FloatFloatSwap | |
| flooredRate1() const | FloatFloatSwap | |
| flooredRate1_ | FloatFloatSwap | private |
| flooredRate2() const | FloatFloatSwap | |
| flooredRate2_ | FloatFloatSwap | private |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| gearing1() const | FloatFloatSwap | |
| gearing1_ | FloatFloatSwap | private |
| gearing2() const | FloatFloatSwap | |
| gearing2_ | FloatFloatSwap | private |
| index1() const | FloatFloatSwap | |
| index1_ | FloatFloatSwap | private |
| index2() const | FloatFloatSwap | |
| index2_ | FloatFloatSwap | private |
| init(ext::optional< BusinessDayConvention > paymentConvention1, ext::optional< BusinessDayConvention > paymentConvention2) | FloatFloatSwap | private |
| Instrument() | Instrument | |
| intermediateCapitalExchange_ | FloatFloatSwap | private |
| isCalculated() const | LazyObject | |
| isExpired() const override | Swap | virtual |
| isRedemptionFlow1_ | FloatFloatSwap | private |
| isRedemptionFlow2_ | FloatFloatSwap | private |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| LazyObject() | LazyObject | |
| leg(Size j) const | Swap | |
| leg1() const | FloatFloatSwap | |
| leg2() const | FloatFloatSwap | |
| legBPS(Size j) const | Swap | |
| legBPS_ | Swap | mutableprotected |
| legNPV(Size j) const | Swap | |
| legNPV_ | Swap | mutableprotected |
| legs() const | Swap | |
| legs_ | Swap | protected |
| maturityDate() const | Swap | virtual |
| nominal1() const | FloatFloatSwap | |
| nominal1_ | FloatFloatSwap | private |
| nominal2() const | FloatFloatSwap | |
| nominal2_ | FloatFloatSwap | private |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ | Instrument | mutableprotected |
| npvDateDiscount() const | Swap | |
| npvDateDiscount_ | Swap | mutableprotected |
| numberOfLegs() const | Swap | |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| Observer()=default | Observer | |
| QuantLib::Observer::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| QuantLib::operator=(const Observable &) | Observable | |
| QuantLib::operator=(Observable &&)=delete | Observable | |
| QuantLib::Observer::operator=(const Observer &) | Observer | |
| payer(Size j) const | Swap | |
| Payer enum value | Swap | |
| payer_ | Swap | protected |
| paymentConvention1() const | FloatFloatSwap | |
| paymentConvention1_ | FloatFloatSwap | private |
| paymentConvention2() const | FloatFloatSwap | |
| paymentConvention2_ | FloatFloatSwap | private |
| performCalculations() const override | Instrument | protectedvirtual |
| recalculate() | LazyObject | |
| Receiver enum value | Swap | |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| result(const std::string &tag) const | Instrument | |
| schedule1() const | FloatFloatSwap | |
| schedule1_ | FloatFloatSwap | private |
| schedule2() const | FloatFloatSwap | |
| schedule2_ | FloatFloatSwap | private |
| QuantLib::set_type typedef | Observable | private |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *args) const override | FloatFloatSwap | virtual |
| setupExpired() const override | FloatFloatSwap | privatevirtual |
| spread1() const | FloatFloatSwap | |
| spread1_ | FloatFloatSwap | private |
| spread2() const | FloatFloatSwap | |
| spread2_ | FloatFloatSwap | private |
| startDate() const | Swap | virtual |
| startDiscounts(Size j) const | Swap | |
| startDiscounts_ | Swap | mutableprotected |
| Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap | |
| Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap | |
| Swap(Size legs) | Swap | protected |
| Type enum name | Swap | |
| type() const | FloatFloatSwap | |
| type_ | FloatFloatSwap | private |
| unfreeze() | LazyObject | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | LazyObject | virtual |
| updating_ | LazyObject | private |
| valuationDate() const | Instrument | |
| valuationDate_ | Instrument | mutableprotected |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |