- Member Bond::businessDayConvention () const
- use either paymentConvention() or accrualConvention()
- Member Bond::Bond (const DayCounter &dayCount, const Calendar &calendar, BusinessDayConvention businessDayConvention, Integer settlementDays, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >())
- use the other constructor
- Member FixedCouponBond::FixedCouponBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency couponFrequency, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention convention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true, bool longFinal=false)
- use the other constructor
- Member FixedCouponBondHelper::FixedCouponBondHelper (const Handle< Quote > &cleanPrice, const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency frequency, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention convention=Following, Real redemption=100.0, const Date &stub=Date(), bool fromEnd=true)
- use the other constructor
- Member FloatingRateBond::FloatingRateBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const boost::shared_ptr< Xibor > &index, Integer fixingDays, const std::vector< Spread > &spreads, Frequency couponFrequency, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention convention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true)
- use the other constructor
- Member Swap::sensitivity (Integer basis=2) const
- this method will be removed in future releases.
- Member SwapRateHelper::SwapRateHelper (const Handle< Quote > &rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, Frequency floatingFrequency, BusinessDayConvention floatingConvention)
- use one of the other constructors
- Member SwapRateHelper::SwapRateHelper (Rate rate, Integer n, TimeUnit units, Integer settlementDays, const Calendar &calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, const DayCounter &fixedDayCount, Frequency floatingFrequency, BusinessDayConvention floatingConvention)
- use one of the other constructors
- Member SwaptionHelper::SwaptionHelper (const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< Xibor > &index, Frequency fixedLegFrequency, const DayCounter &fixedLegDayCounter, const Handle< YieldTermStructure > &termStructure, bool calibrateVolatility=false)
- use the other constructor
- Member TimeGrid::findIndex (Time t) const
- use index() instead
- Member UnitedStates::Exchange
- use NYSE instead
- Member 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 Handle< YieldTermStructure > &termStructure)
- use the other constructor