QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
NonstandardSwap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
deepUpdate()Swapvirtual
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fetchResults(const PricingEngine::results *) constNonstandardSwapvirtual
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)LazyObjectprotected
gearing() const (defined in NonstandardSwap)NonstandardSwap
gearings() const (defined in NonstandardSwap)NonstandardSwap
iborIndex() const (defined in NonstandardSwap)NonstandardSwap
Instrument() (defined in Instrument)Instrument
isExpired() constSwapvirtual
iterator typedef (defined in Observer)Observer
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(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 ext::shared_ptr< IborIndex > &iborIndex, Real gearing, Spread spread, const DayCounter &floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, boost::optional< BusinessDayConvention > paymentConvention=boost::none) (defined in NonstandardSwap)NonstandardSwap
NonstandardSwap(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 ext::shared_ptr< IborIndex > &iborIndex, const std::vector< Real > &gearing, const std::vector< Spread > &spread, const DayCounter &floatingDayCount, bool intermediateCapitalExchange=false, bool finalCapitalExchange=false, boost::optional< BusinessDayConvention > paymentConvention=boost::none) (defined in NonstandardSwap)NonstandardSwap
notifyObservers()Observable
NPV() constInstrument
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(Size j) const (defined in Swap)Swap
payer_ (defined in Swap)Swapprotected
paymentConvention() const (defined in NonstandardSwap)NonstandardSwap
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) constNonstandardSwapvirtual
spread() const (defined in NonstandardSwap)NonstandardSwap
spreads() 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 ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual