Swap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
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]
fetchResults(const PricingEngine::results *) constInstrument [virtual]
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]
maturityDate() const (defined in Swap)Swap
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]
performCalculations() constSwap [protected, virtual]
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) constInstrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constInstrument [virtual]
setupExpired() constSwap [protected, virtual]
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() const (defined in Swap)Swap
termStructure_ (defined in Swap)Swap [protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]