AssetSwap Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutable protected
alwaysForward_ (defined in LazyObject) | LazyObject | mutable protected
alwaysForwardNotifications() | LazyObject |
AssetSwap(bool payBondCoupon, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const boost::shared_ptr< IborIndex > &iborIndex, Spread spread, const Schedule &floatSchedule=Schedule(), const DayCounter &floatingDayCount=DayCounter(), bool parAssetSwap=true) (defined in AssetSwap) | AssetSwap |
AssetSwap(bool parAssetSwap, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, Real nonParRepayment, Real gearing, const boost::shared_ptr< IborIndex > &iborIndex, Spread spread=0.0, const DayCounter &floatingDayCount=DayCounter(), Date dealMaturity=Date(), bool payBondCoupon=false) (defined in AssetSwap) | AssetSwap |
bond() const (defined in AssetSwap) | AssetSwap |
bondLeg() const (defined in AssetSwap) | AssetSwap |
calculate() const | Instrument | protected virtual
calculated_ (defined in LazyObject) | LazyObject | mutable protected
cleanPrice() const (defined in AssetSwap) | AssetSwap |
deepUpdate() | Observer | virtual
endDiscounts(Size j) const (defined in Swap) | Swap |
endDiscounts_ (defined in Swap) | Swap | mutable protected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutable protected
fairCleanPrice() const (defined in AssetSwap) | AssetSwap |
fairNonParRepayment() const (defined in AssetSwap) | AssetSwap |
fairSpread() const (defined in AssetSwap) | AssetSwap |
fetchResults(const PricingEngine::results *) const | AssetSwap | virtual
floatingLeg() const (defined in AssetSwap) | AssetSwap |
floatingLegBPS() const (defined in AssetSwap) | AssetSwap |
floatingLegNPV() const (defined in AssetSwap) | AssetSwap |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutable protected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Swap | virtual
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) | Swap | mutable protected
legNPV(Size j) const (defined in Swap) | Swap |
legNPV_ (defined in Swap) | Swap | mutable protected
legs_ (defined in Swap) | Swap | protected
maturityDate() const (defined in Swap) | Swap |
nonParRepayment() const (defined in AssetSwap) | AssetSwap |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutable protected
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | mutable protected
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 |
parSwap() const (defined in AssetSwap) | AssetSwap |
payBondCoupon() const (defined in AssetSwap) | AssetSwap |
payer_ (defined in Swap) | Swap | protected
performCalculations() const | Instrument | protected virtual
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 |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *args) const | AssetSwap | virtual
spread() const (defined in AssetSwap) | AssetSwap |
startDate() const (defined in Swap) | Swap |
startDiscounts(Size j) const (defined in Swap) | Swap |
startDiscounts_ (defined in Swap) | Swap | mutable protected
Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap |
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap |
Swap(Size legs) | Swap | protected
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutable protected
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual