QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

DigitalCmsSpreadLeg Member List

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

DigitalCmsSpreadLeg(const Schedule &schedule, const boost::shared_ptr< SwapSpreadIndex > &index) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
inArrears(bool flag=true) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
operator Leg() const (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withCallATM(bool flag=true) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withCallPayoffs(Rate payoff) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withCallPayoffs(const std::vector< Rate > &payoffs) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withCallStrikes(Rate strike) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withCallStrikes(const std::vector< Rate > &strikes) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withFixingDays(Natural fixingDays) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withFixingDays(const std::vector< Natural > &fixingDays) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withGearings(Real gearing) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withGearings(const std::vector< Real > &gearings) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withLongCallOption(Position::Type) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withLongPutOption(Position::Type) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withNotionals(Real notional) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withNotionals(const std::vector< Real > &notionals) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withPaymentAdjustment(BusinessDayConvention) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withPaymentDayCounter(const DayCounter &) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withPutATM(bool flag=true) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withPutPayoffs(Rate payoff) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withPutPayoffs(const std::vector< Rate > &payoffs) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withPutStrikes(Rate strike) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withPutStrikes(const std::vector< Rate > &strikes) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withReplication(const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >(new DigitalReplication)) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withSpreads(Spread spread) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |
withSpreads(const std::vector< Spread > &spreads) (defined in DigitalCmsSpreadLeg) | DigitalCmsSpreadLeg |