QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
FxSwapRateHelper Member List

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

accept(AcyclicVisitor &) (defined in FxSwapRateHelper)FxSwapRateHelpervirtual
adjustmentCalendar() const (defined in FxSwapRateHelper)FxSwapRateHelper
BootstrapHelper(const Handle< Quote > &quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >explicit
BootstrapHelper(Real quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >explicit
businessDayConvention() const (defined in FxSwapRateHelper)FxSwapRateHelper
calendar() const (defined in FxSwapRateHelper)FxSwapRateHelper
deepUpdate()Observervirtual
earliestDate() constBootstrapHelper< TS >virtual
earliestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
endOfMonth() const (defined in FxSwapRateHelper)FxSwapRateHelper
evaluationDate_ (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >protected
fixingDays() const (defined in FxSwapRateHelper)FxSwapRateHelper
FxSwapRateHelper(const Handle< Quote > &fwdPoint, const Handle< Quote > &spotFx, const Period &tenor, Natural fixingDays, const Calendar &calendar, BusinessDayConvention convention, bool endOfMonth, bool isFxBaseCurrencyCollateralCurrency, const Handle< YieldTermStructure > &collateralCurve, const Calendar &tradingCalendar=Calendar()) (defined in FxSwapRateHelper)FxSwapRateHelper
impliedQuote() const (defined in FxSwapRateHelper)FxSwapRateHelpervirtual
isFxBaseCurrencyCollateralCurrency() const (defined in FxSwapRateHelper)FxSwapRateHelper
iterator typedef (defined in Observer)Observer
latestDate() constBootstrapHelper< TS >virtual
latestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
latestRelevantDate() constBootstrapHelper< TS >virtual
latestRelevantDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
maturityDate() constBootstrapHelper< TS >virtual
maturityDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
pillarDate() constBootstrapHelper< TS >virtual
pillarDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
quote() const (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
quote_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
quoteError() const (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
RelativeDateBootstrapHelper(const Handle< Quote > &quote) (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >explicit
RelativeDateBootstrapHelper(Real quote) (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >explicit
set_type typedef (defined in Observer)Observer
setTermStructure(YieldTermStructure *) (defined in FxSwapRateHelper)FxSwapRateHelper
QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *)BootstrapHelper< TS >virtual
spot() const (defined in FxSwapRateHelper)FxSwapRateHelper
tenor() const (defined in FxSwapRateHelper)FxSwapRateHelper
termStructure_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
tradingCalendar() const (defined in FxSwapRateHelper)FxSwapRateHelper
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()RelativeDateBootstrapHelper< TS >virtual
~BootstrapHelper() (defined in BootstrapHelper< TS >)BootstrapHelper< TS >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual