VanillaSwap Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairRate() const (defined in VanillaSwap)VanillaSwap
fairSpread() const (defined in VanillaSwap)VanillaSwap
fetchResults(const PricingEngine::results *) const VanillaSwap [virtual]
fixedLeg() const (defined in VanillaSwap)VanillaSwap
fixedLegBPS() const (defined in VanillaSwap)VanillaSwap
fixedLegNPV() const (defined in VanillaSwap)VanillaSwap
fixedRate() const (defined in VanillaSwap)VanillaSwap
floatingLeg() const (defined in VanillaSwap)VanillaSwap
floatingLegBPS() const (defined in VanillaSwap)VanillaSwap
floatingLegNPV() const (defined in VanillaSwap)VanillaSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const Swap [virtual]
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
nominal() const (defined in VanillaSwap)VanillaSwap
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [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
Payer enum value (defined in VanillaSwap)VanillaSwap
payer_ (defined in Swap)Swap [protected]
performCalculations() const Instrument [protected, virtual]
recalculate()LazyObject
Receiver enum value (defined in VanillaSwap)VanillaSwap
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 VanillaSwap [virtual]
spread() const (defined in VanillaSwap)VanillaSwap
startDate() const (defined in Swap)Swap
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Type enum name (defined in VanillaSwap)VanillaSwap
type() const (defined in VanillaSwap)VanillaSwap
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
VanillaSwap(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr< IborIndex > &index, Spread spread, const DayCounter &floatingDayCount) (defined in VanillaSwap)VanillaSwap
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]