This is the complete list of members for FloatFloatSwap, including all inherited members.
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
calculate() const | Instrument | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
cappedRate1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
cappedRate2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
dayCount1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
dayCount2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
endDiscounts(Size j) const (defined in Swap) | Swap | |
endDiscounts_ (defined in Swap) | Swap | mutableprotected |
engine_ (defined in Instrument) | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected |
fetchResults(const PricingEngine::results *) const | FloatFloatSwap | virtual |
FloatFloatSwap(const VanillaSwap::Type type, const Real nominal1, const Real nominal2, const Schedule &schedule1, const boost::shared_ptr< InterestRateIndex > &index1, const DayCounter &dayCount1, const Schedule &schedule2, const boost::shared_ptr< InterestRateIndex > &index2, const DayCounter &dayCount2, const bool intermediateCapitalExchange=false, const bool finalCapitalExchange=false, const Real gearing1=1.0, const Real spread1=0.0, const Real cappedRate1=Null< Real >(), const Real flooredRate1=Null< Real >(), const Real gearing2=1.0, const Real spread2=0.0, const Real cappedRate2=Null< Real >(), const Real flooredRate2=Null< Real >(), boost::optional< BusinessDayConvention > paymentConvention1=boost::none, boost::optional< BusinessDayConvention > paymentConvention2=boost::none) (defined in FloatFloatSwap) | FloatFloatSwap | |
FloatFloatSwap(const VanillaSwap::Type type, const std::vector< Real > &nominal1, const std::vector< Real > &nominal2, const Schedule &schedule1, const boost::shared_ptr< InterestRateIndex > &index1, const DayCounter &dayCount1, const Schedule &schedule2, const boost::shared_ptr< InterestRateIndex > &index2, const DayCounter &dayCount2, const bool intermediateCapitalExchange=false, const bool finalCapitalExchange=false, const std::vector< Real > &gearing1=std::vector< Real >(), const std::vector< Real > &spread1=std::vector< Real >(), const std::vector< Real > &cappedRate1=std::vector< Real >(), const std::vector< Real > &flooredRate1=std::vector< Real >(), const std::vector< Real > &gearing2=std::vector< Real >(), const std::vector< Real > &spread2=std::vector< Real >(), const std::vector< Real > &cappedRate2=std::vector< Real >(), const std::vector< Real > &flooredRate2=std::vector< Real >(), boost::optional< BusinessDayConvention > paymentConvention1=boost::none, boost::optional< BusinessDayConvention > paymentConvention2=boost::none) (defined in FloatFloatSwap) | FloatFloatSwap | |
flooredRate1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
flooredRate2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected |
gearing1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
gearing2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
index1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
index2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | Swap | virtual |
LazyObject() (defined in LazyObject) | LazyObject | |
leg(Size j) const (defined in Swap) | Swap | |
leg1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
leg2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
legBPS(Size j) const (defined in Swap) | Swap | |
legBPS_ (defined in Swap) | Swap | mutableprotected |
legNPV(Size j) const (defined in Swap) | Swap | |
legNPV_ (defined in Swap) | Swap | mutableprotected |
legs_ (defined in Swap) | Swap | protected |
maturityDate() const (defined in Swap) | Swap | |
nominal1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
nominal2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
notifyObservers() | Observable | |
NPV() const | Instrument | |
NPV_ (defined in Instrument) | Instrument | mutableprotected |
npvDateDiscount() const (defined in Swap) | Swap | |
npvDateDiscount_ (defined in Swap) | Swap | mutableprotected |
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) | Swap | protected |
paymentConvention1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
paymentConvention2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
performCalculations() const | Instrument | protectedvirtual |
recalculate() | LazyObject | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
result(const std::string &tag) const | Instrument | |
schedule1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
schedule2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument | |
setupArguments(PricingEngine::arguments *args) const | FloatFloatSwap | virtual |
spread1() const (defined in FloatFloatSwap) | FloatFloatSwap | |
spread2() const (defined in FloatFloatSwap) | FloatFloatSwap | |
startDate() const (defined in Swap) | Swap | |
startDiscounts(Size j) const (defined in Swap) | Swap | |
startDiscounts_ (defined in Swap) | Swap | mutableprotected |
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 |
type() const (defined in FloatFloatSwap) | FloatFloatSwap | |
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 | mutableprotected |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |