CashFlows Member List

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

accruedAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
atmRate(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real npv=Null< Real >())CashFlows [static]
basisPointValue(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
basisPointValue(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows)CashFlows [static]
bps(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
bps(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
bps(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows)CashFlows [static]
convexity(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
convexity(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows)CashFlows [static]
duration(const Leg &leg, const InterestRate &yield, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
duration(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Duration::Type type, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows)CashFlows [static]
isExpired(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
maturityDate(const Leg &leg) (defined in CashFlows)CashFlows [static]
nextCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())CashFlows [static]
nextCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
nextCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
nextCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
npv(const Leg &leg, const YieldTermStructure &discountCurve, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
npv(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
npv(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows)CashFlows [static]
npv(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &, Spread zSpread, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
previousCashFlow(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date())CashFlows [static]
previousCashFlowAmount(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
previousCashFlowDate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
previousCouponRate(const Leg &leg, bool includeSettlementDateFlows, Date settlementDate=Date()) (defined in CashFlows)CashFlows [static]
startDate(const Leg &leg) (defined in CashFlows)CashFlows [static]
yield(const Leg &leg, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.05)CashFlows [static]
yieldValueBasisPoint(const Leg &leg, const InterestRate &yield, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date())CashFlows [static]
yieldValueBasisPoint(const Leg &leg, Rate yield, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date()) (defined in CashFlows)CashFlows [static]
zSpread(const Leg &leg, const boost::shared_ptr< YieldTermStructure > &, Real npv, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate=Date(), Date npvDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0)CashFlows [static]