, including all inherited members.
atmRate(const Leg &leg, const YieldTermStructure &discountCurve, const Date &settlementDate=Date(), const Date &npvDate=Date(), Natural exDividendDays=0, Real npv=Null< Real >()) | CashFlows | [static] |
basisPointValue(const Leg &leg, const InterestRate &y, Date settlementDate=Date()) | CashFlows | [static] |
bps(const Leg &leg, const YieldTermStructure &discountCurve, Date settlementDate=Date(), const Date &npvDate=Date(), Natural exDividendDays=0) | CashFlows | [static] |
bps(const Leg &leg, const InterestRate &, Date settlementDate=Date()) | CashFlows | [static] |
convexity(const Leg &leg, const InterestRate &y, Date settlementDate=Date()) | CashFlows | [static] |
duration(const Leg &leg, const InterestRate &y, Duration::Type type=Duration::Modified, Date settlementDate=Date()) | CashFlows | [static] |
irr(const Leg &leg, Real marketPrice, const DayCounter &dayCounter, Compounding compounding, Frequency frequency=NoFrequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05) | CashFlows | [static] |
maturityDate(const Leg &leg) (defined in CashFlows) | CashFlows | [static] |
nextCashFlow(const Leg &leg, Date refDate=Date()) (defined in CashFlows) | CashFlows | [static] |
nextCouponRate(const Leg &leg, const Date &refDate=Date()) (defined in CashFlows) | CashFlows | [static] |
npv(const Leg &leg, const YieldTermStructure &discountCurve, Date settlementDate=Date(), const Date &npvDate=Date(), Natural exDividendDays=0) | CashFlows | [static] |
npv(const Leg &leg, const InterestRate &, Date settlementDate=Date()) | CashFlows | [static] |
previousCashFlow(const Leg &leg, Date refDate=Date()) (defined in CashFlows) | CashFlows | [static] |
previousCouponRate(const Leg &leg, const Date &refDate=Date()) (defined in CashFlows) | CashFlows | [static] |
startDate(const Leg &leg) (defined in CashFlows) | CashFlows | [static] |
yieldValueBasisPoint(const Leg &leg, const InterestRate &y, Date settlementDate=Date()) | CashFlows | [static] |