VanillaSwap Member List

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

calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairRate() const (defined in VanillaSwap)VanillaSwap
fairSpread() const (defined in VanillaSwap)VanillaSwap
fetchResults(const Results *) constVanillaSwap [virtual]
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() constSwap [virtual]
LazyObject() (defined in LazyObject)LazyObject
leg(Size j) const (defined in Swap)Swap
legBPS(Size j) const (defined in Swap)Swap
legBPS_ (defined in Swap)Swap [mutable, protected]
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swap [mutable, protected]
legs_ (defined in Swap)Swap [protected]
maturity() const (defined in Swap)Swap
nominal() const (defined in VanillaSwap)VanillaSwap
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
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]
payFixedRate() const (defined in VanillaSwap)VanillaSwap
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(Arguments *args) constVanillaSwap [virtual]
spread() const (defined in VanillaSwap)VanillaSwap
startDate() const (defined in Swap)Swap
Swap(const Handle< YieldTermStructure > &termStructure, const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const Handle< YieldTermStructure > &termStructure, const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
termStructure_ (defined in Swap)Swap [protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (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 DayCounter &floatingDayCount, 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, 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]