- Member Bond::Bond (const DayCounter &dayCount, const Calendar &calendar, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, Integer settlementDays, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >())
- use constructor with face amount instead
- Member FixedCouponBond::FixedCouponBond (const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const std::vector< Rate > &coupons, Frequency couponFrequency, const Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true, bool longFinal=false)
- use constructor with face amount instead
- 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< Real > &gearings, const std::vector< Spread > &spreads, Frequency couponFrequency, const Calendar &calendar, const DayCounter &dayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true)
- use constructor with face amount instead
- Member Schedule::Schedule (const Calendar &calendar, const Date &startDate, const Date &endDate, Frequency frequency, BusinessDayConvention convention, const Date &stubDate=Date(), bool startFromEnd=false, bool longFinal=false)
- use other constructors instead
- Member Schedule::Schedule (const Calendar &calendar, const Date &startDate, const Date &endDate, const Period &tenor, BusinessDayConvention convention, const Date &stubDate=Date(), bool startFromEnd=false, bool longFinal=false)
- use other constructors 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 DayCounter &floatingDayCount, const Handle< YieldTermStructure > &termStructure)
- use the other VanillaSwap constructor or Swap instead
- Member Xibor::frequency () const
- use tenor() instead
- Member ZeroCouponBond::ZeroCouponBond (const Date &issueDate, const Date &maturityDate, Integer settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >())
- use constructor with face amount instead