This is the complete list of members for NonstandardSwap, including all inherited members.
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
calculate() const | Instrument | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
endDiscounts(Size j) const (defined in Swap) | Swap | |
endDiscounts_ (defined in Swap) | Swap | mutableprotected |
engine_ (defined in Instrument) | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected |
fetchResults(const PricingEngine::results *) const | NonstandardSwap | virtual |
fixedDayCount() const (defined in NonstandardSwap) | NonstandardSwap | |
fixedLeg() const (defined in NonstandardSwap) | NonstandardSwap | |
fixedNominal() const (defined in NonstandardSwap) | NonstandardSwap | |
fixedRate() const (defined in NonstandardSwap) | NonstandardSwap | |
fixedSchedule() const (defined in NonstandardSwap) | NonstandardSwap | |
floatingDayCount() const (defined in NonstandardSwap) | NonstandardSwap | |
floatingLeg() const (defined in NonstandardSwap) | NonstandardSwap | |
floatingNominal() const (defined in NonstandardSwap) | NonstandardSwap | |
floatingSchedule() const (defined in NonstandardSwap) | NonstandardSwap | |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected |
gearing() const (defined in NonstandardSwap) | NonstandardSwap | |
iborIndex() const (defined in NonstandardSwap) | NonstandardSwap | |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | Swap | virtual |
LazyObject() (defined in LazyObject) | LazyObject | |
leg(Size j) const (defined in Swap) | Swap | |
legBPS(Size j) const (defined in Swap) | Swap | |
legBPS_ (defined in Swap) | Swap | mutableprotected |
legNPV(Size j) const (defined in Swap) | Swap | |
legNPV_ (defined in Swap) | Swap | mutableprotected |
legs_ (defined in Swap) | Swap | protected |
maturityDate() const (defined in Swap) | Swap | |
NonstandardSwap(const VanillaSwap &fromVanilla) (defined in NonstandardSwap) | NonstandardSwap | |
NonstandardSwap(const VanillaSwap::Type type, const std::vector< Real > &fixedNominal, const std::vector< Real > &floatingNominal, const Schedule &fixedSchedule, const std::vector< Real > &fixedRate, const DayCounter &fixedDayCount, const Schedule &floatingSchedule, const boost::shared_ptr< IborIndex > &iborIndex, const Real gearing, const Spread spread, const DayCounter &floatingDayCount, const bool intermediateCapitalExchange=false, const bool finalCapitalExchange=false, boost::optional< BusinessDayConvention > paymentConvention=boost::none) (defined in NonstandardSwap) | NonstandardSwap | |
notifyObservers() | Observable | |
NPV() const | Instrument | |
NPV_ (defined in Instrument) | Instrument | mutableprotected |
npvDateDiscount() const (defined in Swap) | Swap | |
npvDateDiscount_ (defined in Swap) | Swap | mutableprotected |
Observable() (defined in Observable) | Observable | |
Observable(const Observable &) (defined in Observable) | Observable | |
Observer() (defined in Observer) | Observer | |
Observer(const Observer &) (defined in Observer) | Observer | |
QuantLib::operator=(const Observable &) | Observable | |
operator=(const Observer &) (defined in Observer) | Observer | |
payer_ (defined in Swap) | Swap | protected |
paymentConvention() const (defined in NonstandardSwap) | NonstandardSwap | |
performCalculations() const | Instrument | protectedvirtual |
recalculate() | LazyObject | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer | |
result(const std::string &tag) const | Instrument | |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument | |
setupArguments(PricingEngine::arguments *args) const | NonstandardSwap | virtual |
spread() const (defined in NonstandardSwap) | NonstandardSwap | |
startDate() const (defined in Swap) | Swap | |
startDiscounts(Size j) const (defined in Swap) | Swap | |
startDiscounts_ (defined in Swap) | 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() const (defined in NonstandardSwap) | NonstandardSwap | |
unfreeze() | LazyObject | |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | LazyObject | virtual |
valuationDate() const | Instrument | |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |