VanillaSwap Member List

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

calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairRate() const (defined in VanillaSwap)VanillaSwap
fairSpread() const (defined in VanillaSwap)VanillaSwap
fetchResults(const Results *) const VanillaSwap [virtual]
firstLeg_ (defined in Swap)Swap [protected]
firstLegBPS() const (defined in Swap)Swap
firstLegBPS_ (defined in Swap)Swap [mutable, protected]
fixedLeg() const (defined in VanillaSwap)VanillaSwap
fixedLegBPS() const (defined in VanillaSwap)VanillaSwap
fixedRate() const (defined in VanillaSwap)VanillaSwap
floatingLeg() const (defined in VanillaSwap)VanillaSwap
floatingLegBPS() const (defined in VanillaSwap)VanillaSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const Swap [virtual]
LazyObject() (defined in LazyObject)LazyObject
maturity() const (defined in Swap)Swap
nominal() const (defined in VanillaSwap)VanillaSwap
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
payFixedRate() const (defined in VanillaSwap)VanillaSwap
recalculate()LazyObject
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
secondLeg_ (defined in Swap)Swap [protected]
secondLegBPS() const (defined in Swap)Swap
secondLegBPS_ (defined in Swap)Swap [mutable, protected]
sensitivity(Integer basis=2) const Swap
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(Arguments *args) const VanillaSwap [virtual]
spread() const (defined in VanillaSwap)VanillaSwap
startDate() const (defined in Swap)Swap
Swap(const std::vector< boost::shared_ptr< CashFlow > > &firstLeg, const std::vector< boost::shared_ptr< CashFlow > > &secondLeg, const Handle< YieldTermStructure > &termStructure) (defined in Swap)Swap
termStructure_ (defined in Swap)Swap [protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()LazyObject [virtual]
VanillaSwap(bool payFixedRate, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr< Xibor > &index, Integer indexFixingDays, Spread spread, const Handle< YieldTermStructure > &termStructure)VanillaSwap
VanillaSwap(bool payFixedRate, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr< Xibor > &index, Integer indexFixingDays, Spread spread, const DayCounter &floatingDayCount, const Handle< YieldTermStructure > &termStructure) (defined in VanillaSwap)VanillaSwap
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]