QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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FloatFloatSwap Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
cappedRate1() const (defined in FloatFloatSwap) | FloatFloatSwap |
cappedRate2() const (defined in FloatFloatSwap) | FloatFloatSwap |
dayCount1() const (defined in FloatFloatSwap) | FloatFloatSwap |
dayCount2() const (defined in FloatFloatSwap) | FloatFloatSwap |
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 | FloatFloatSwap | virtual
FloatFloatSwap(const VanillaSwap::Type type, const Real nominal1, const Real nominal2, const Schedule &schedule1, const boost::shared_ptr< InterestRateIndex > &index1, const DayCounter &dayCount1, const Schedule &schedule2, const boost::shared_ptr< InterestRateIndex > &index2, const DayCounter &dayCount2, const bool intermediateCapitalExchange=false, const bool finalCapitalExchange=false, const Real gearing1=1.0, const Real spread1=0.0, const Real cappedRate1=Null< Real >(), const Real flooredRate1=Null< Real >(), const Real gearing2=1.0, const Real spread2=0.0, const Real cappedRate2=Null< Real >(), const Real flooredRate2=Null< Real >(), boost::optional< BusinessDayConvention > paymentConvention1=boost::none, boost::optional< BusinessDayConvention > paymentConvention2=boost::none) (defined in FloatFloatSwap) | FloatFloatSwap |
FloatFloatSwap(const VanillaSwap::Type type, const std::vector< Real > &nominal1, const std::vector< Real > &nominal2, const Schedule &schedule1, const boost::shared_ptr< InterestRateIndex > &index1, const DayCounter &dayCount1, const Schedule &schedule2, const boost::shared_ptr< InterestRateIndex > &index2, const DayCounter &dayCount2, const bool intermediateCapitalExchange=false, const bool finalCapitalExchange=false, const std::vector< Real > &gearing1=std::vector< Real >(), const std::vector< Real > &spread1=std::vector< Real >(), const std::vector< Real > &cappedRate1=std::vector< Real >(), const std::vector< Real > &flooredRate1=std::vector< Real >(), const std::vector< Real > &gearing2=std::vector< Real >(), const std::vector< Real > &spread2=std::vector< Real >(), const std::vector< Real > &cappedRate2=std::vector< Real >(), const std::vector< Real > &flooredRate2=std::vector< Real >(), boost::optional< BusinessDayConvention > paymentConvention1=boost::none, boost::optional< BusinessDayConvention > paymentConvention2=boost::none) (defined in FloatFloatSwap) | FloatFloatSwap |
flooredRate1() const (defined in FloatFloatSwap) | FloatFloatSwap |
flooredRate2() const (defined in FloatFloatSwap) | FloatFloatSwap |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
gearing1() const (defined in FloatFloatSwap) | FloatFloatSwap |
gearing2() const (defined in FloatFloatSwap) | FloatFloatSwap |
index1() const (defined in FloatFloatSwap) | FloatFloatSwap |
index2() const (defined in FloatFloatSwap) | FloatFloatSwap |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Swap | virtual
LazyObject() (defined in LazyObject) | LazyObject |
leg(Size j) const (defined in Swap) | Swap |
leg1() const (defined in FloatFloatSwap) | FloatFloatSwap |
leg2() const (defined in FloatFloatSwap) | FloatFloatSwap |
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 |
nominal1() const (defined in FloatFloatSwap) | FloatFloatSwap |
nominal2() const (defined in FloatFloatSwap) | FloatFloatSwap |
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
paymentConvention1() const (defined in FloatFloatSwap) | FloatFloatSwap |
paymentConvention2() const (defined in FloatFloatSwap) | FloatFloatSwap |
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 |
schedule1() const (defined in FloatFloatSwap) | FloatFloatSwap |
schedule2() const (defined in FloatFloatSwap) | FloatFloatSwap |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *args) const | FloatFloatSwap | virtual
spread1() const (defined in FloatFloatSwap) | FloatFloatSwap |
spread2() const (defined in FloatFloatSwap) | FloatFloatSwap |
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 FloatFloatSwap) | FloatFloatSwap |
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