QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
MakeVanillaSwap Member List

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

effectiveDate_MakeVanillaSwapprivate
engine_MakeVanillaSwapprivate
fixedCalendar_MakeVanillaSwapprivate
fixedConvention_MakeVanillaSwapprivate
fixedDayCount_MakeVanillaSwapprivate
fixedEndOfMonth_MakeVanillaSwapprivate
fixedFirstDate_MakeVanillaSwapprivate
fixedNextToLastDate_MakeVanillaSwapprivate
fixedRate_MakeVanillaSwapprivate
fixedRule_MakeVanillaSwapprivate
fixedTenor_MakeVanillaSwapprivate
fixedTerminationDateConvention_MakeVanillaSwapprivate
floatCalendar_MakeVanillaSwapprivate
floatConvention_MakeVanillaSwapprivate
floatDayCount_MakeVanillaSwapprivate
floatEndOfMonth_MakeVanillaSwapprivate
floatFirstDate_MakeVanillaSwapprivate
floatNextToLastDate_MakeVanillaSwapprivate
floatRule_MakeVanillaSwapprivate
floatSpread_MakeVanillaSwapprivate
floatTenor_MakeVanillaSwapprivate
floatTerminationDateConvention_MakeVanillaSwapprivate
forwardStart_MakeVanillaSwapprivate
iborIndex_MakeVanillaSwapprivate
MakeVanillaSwap(const Period &swapTenor, const ext::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days)MakeVanillaSwap
nominal_MakeVanillaSwapprivate
operator ext::shared_ptr< VanillaSwap >() constMakeVanillaSwap
operator VanillaSwap() constMakeVanillaSwap
paymentConvention_MakeVanillaSwapprivate
receiveFixed(bool flag=true)MakeVanillaSwap
settlementDays_MakeVanillaSwapprivate
swapTenor_MakeVanillaSwapprivate
terminationDate_MakeVanillaSwapprivate
type_MakeVanillaSwapprivate
useIndexedCoupons_MakeVanillaSwapprivate
withAtParCoupons(bool b=true)MakeVanillaSwap
withDiscountingTermStructure(const Handle< YieldTermStructure > &discountCurve)MakeVanillaSwap
withEffectiveDate(const Date &)MakeVanillaSwap
withFixedLegCalendar(const Calendar &cal)MakeVanillaSwap
withFixedLegConvention(BusinessDayConvention bdc)MakeVanillaSwap
withFixedLegDayCount(const DayCounter &dc)MakeVanillaSwap
withFixedLegEndOfMonth(bool flag=true)MakeVanillaSwap
withFixedLegFirstDate(const Date &d)MakeVanillaSwap
withFixedLegNextToLastDate(const Date &d)MakeVanillaSwap
withFixedLegRule(DateGeneration::Rule r)MakeVanillaSwap
withFixedLegTenor(const Period &t)MakeVanillaSwap
withFixedLegTerminationDateConvention(BusinessDayConvention bdc)MakeVanillaSwap
withFloatingLegCalendar(const Calendar &cal)MakeVanillaSwap
withFloatingLegConvention(BusinessDayConvention bdc)MakeVanillaSwap
withFloatingLegDayCount(const DayCounter &dc)MakeVanillaSwap
withFloatingLegEndOfMonth(bool flag=true)MakeVanillaSwap
withFloatingLegFirstDate(const Date &d)MakeVanillaSwap
withFloatingLegNextToLastDate(const Date &d)MakeVanillaSwap
withFloatingLegRule(DateGeneration::Rule r)MakeVanillaSwap
withFloatingLegSpread(Spread sp)MakeVanillaSwap
withFloatingLegTenor(const Period &t)MakeVanillaSwap
withFloatingLegTerminationDateConvention(BusinessDayConvention bdc)MakeVanillaSwap
withIndexedCoupons(const ext::optional< bool > &b=true)MakeVanillaSwap
withNominal(Real n)MakeVanillaSwap
withPaymentConvention(BusinessDayConvention bdc)MakeVanillaSwap
withPricingEngine(const ext::shared_ptr< PricingEngine > &engine)MakeVanillaSwap
withRule(DateGeneration::Rule r)MakeVanillaSwap
withSettlementDays(Natural settlementDays)MakeVanillaSwap
withTerminationDate(const Date &)MakeVanillaSwap
withType(Swap::Type type)MakeVanillaSwap