QuantLib: Member List

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

MakeVanillaSwap Member List

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

MakeVanillaSwap(const Period &swapTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate fixedRate=Null< Rate >(), const Period &forwardStart=0 *Days) (defined in MakeVanillaSwap) | MakeVanillaSwap |
operator boost::shared_ptr< VanillaSwap >() const (defined in MakeVanillaSwap) | MakeVanillaSwap |
operator VanillaSwap() const (defined in MakeVanillaSwap) | MakeVanillaSwap |
receiveFixed(bool flag=true) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withDiscountingTermStructure(const Handle< YieldTermStructure > &discountCurve) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withEffectiveDate(const Date &) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegCalendar(const Calendar &cal) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegConvention(BusinessDayConvention bdc) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegDayCount(const DayCounter &dc) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegEndOfMonth(bool flag=true) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegFirstDate(const Date &d) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegNextToLastDate(const Date &d) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegRule(DateGeneration::Rule r) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegTenor(const Period &t) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFixedLegTerminationDateConvention(BusinessDayConvention bdc) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegCalendar(const Calendar &cal) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegConvention(BusinessDayConvention bdc) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegDayCount(const DayCounter &dc) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegEndOfMonth(bool flag=true) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegFirstDate(const Date &d) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegNextToLastDate(const Date &d) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegRule(DateGeneration::Rule r) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegSpread(Spread sp) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegTenor(const Period &t) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withFloatingLegTerminationDateConvention(BusinessDayConvention bdc) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withNominal(Real n) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withPricingEngine(const boost::shared_ptr< PricingEngine > &engine) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withRule(DateGeneration::Rule r) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withSettlementDays(Natural settlementDays) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withTerminationDate(const Date &) (defined in MakeVanillaSwap) | MakeVanillaSwap |
withType(VanillaSwap::Type type) (defined in MakeVanillaSwap) | MakeVanillaSwap |