QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
IrregularSwap Member List

This is the complete list of members for IrregularSwap, 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
fairRate() const (defined in IrregularSwap)IrregularSwap
fairSpread() const (defined in IrregularSwap)IrregularSwap
fetchResults(const PricingEngine::results *) const IrregularSwapvirtual
fixedLeg() const (defined in IrregularSwap)IrregularSwap
fixedLegBPS() const (defined in IrregularSwap)IrregularSwap
fixedLegNPV() const (defined in IrregularSwap)IrregularSwap
floatingLeg() const (defined in IrregularSwap)IrregularSwap
floatingLegBPS() const (defined in IrregularSwap)IrregularSwap
floatingLegNPV() const (defined in IrregularSwap)IrregularSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
IrregularSwap(Type type, const Leg &fixLeg, const Leg &floatLeg) (defined in IrregularSwap)IrregularSwap
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
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 enum value (defined in IrregularSwap)IrregularSwap
payer_ (defined in Swap)Swapprotected
performCalculations() const Instrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in IrregularSwap)IrregularSwap
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) const IrregularSwapvirtual
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 IrregularSwap)IrregularSwap
Type enum name (defined in IrregularSwap)IrregularSwap
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