QuantLib: Member List

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

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CashFlows Member List

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

accrualDays(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
accrualEndDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
accrualPeriod(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
accrualStartDate(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | static
accruedAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
accruedDays(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
accruedPeriod(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
atmRate(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real npv=Null< Real >()) | CashFlows | static
basisPointValue(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
basisPointValue(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | static
bps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
bps(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
bps(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | static
convexity(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
convexity(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | static
duration(const Leg &leg, const InterestRate &yield, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
duration(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | static
isExpired(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
maturityDate(const Leg &leg) (defined in CashFlows) | CashFlows | static
nextCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static
nextCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
nextCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
nextCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
nominal(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | static
npv(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
npv(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
npv(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | static
npv(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &discount, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
npvbps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate, Date npvDate, Real &npv, Real &bps) | CashFlows | static
previousCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) | CashFlows | static
previousCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
previousCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
previousCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows) | CashFlows | static
referencePeriodEnd(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | static
referencePeriodStart(const Leg &leg, bool includeSettlementDateFlows, Date settlDate=Date()) (defined in CashFlows) | CashFlows | static
startDate(const Leg &leg) (defined in CashFlows) | CashFlows | static
yield(const Leg &leg, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05) | CashFlows | static
yieldValueBasisPoint(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) | CashFlows | static
yieldValueBasisPoint(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows) | CashFlows | static
zSpread(const Leg &leg, Real npv, const boost::shared_ptr< YieldTermStructure > &, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CashFlows | static
zSpread(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &d, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CashFlows | static