QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
NonstandardSwap Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const NonstandardSwapvirtual
fixedDayCount() const (defined in NonstandardSwap)NonstandardSwap
fixedLeg() const (defined in NonstandardSwap)NonstandardSwap
fixedNominal() const (defined in NonstandardSwap)NonstandardSwap
fixedRate() const (defined in NonstandardSwap)NonstandardSwap
fixedSchedule() const (defined in NonstandardSwap)NonstandardSwap
floatingDayCount() const (defined in NonstandardSwap)NonstandardSwap
floatingLeg() const (defined in NonstandardSwap)NonstandardSwap
floatingNominal() const (defined in NonstandardSwap)NonstandardSwap
floatingSchedule() const (defined in NonstandardSwap)NonstandardSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
gearing() const (defined in NonstandardSwap)NonstandardSwap
iborIndex() const (defined in NonstandardSwap)NonstandardSwap
Instrument() (defined in Instrument)Instrument
isExpired() const Swapvirtual
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)Swapmutableprotected
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swapmutableprotected
legs_ (defined in Swap)Swapprotected
maturityDate() const (defined in Swap)Swap
NonstandardSwap(const VanillaSwap &fromVanilla) (defined in NonstandardSwap)NonstandardSwap
NonstandardSwap(const VanillaSwap::Type type, const std::vector< Real > &fixedNominal, const std::vector< Real > &floatingNominal, const Schedule &fixedSchedule, const std::vector< Real > &fixedRate, const DayCounter &fixedDayCount, const Schedule &floatingSchedule, const boost::shared_ptr< IborIndex > &iborIndex, const Real gearing, const Spread spread, const DayCounter &floatingDayCount, const bool intermediateCapitalExchange=false, const bool finalCapitalExchange=false, boost::optional< BusinessDayConvention > paymentConvention=boost::none) (defined in NonstandardSwap)NonstandardSwap
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swapmutableprotected
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)Swapprotected
paymentConvention() const (defined in NonstandardSwap)NonstandardSwap
performCalculations() const Instrumentprotectedvirtual
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) const NonstandardSwapvirtual
spread() const (defined in NonstandardSwap)NonstandardSwap
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
type() const (defined in NonstandardSwap)NonstandardSwap
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual