This is the complete list of members for IndexCreditDefaultSwapData, including all inherited members.
alloc(ore::data::XMLDocument &doc) const override (defined in IndexCreditDefaultSwapData) | IndexCreditDefaultSwapData | protectedvirtual |
basket() const (defined in IndexCreditDefaultSwapData) | IndexCreditDefaultSwapData | |
cashSettlementDays() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
check(ore::data::XMLNode *node) const override (defined in IndexCreditDefaultSwapData) | IndexCreditDefaultSwapData | protectedvirtual |
creditCurveId() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
creditCurveIdWithTerm() const | IndexCreditDefaultSwapData | |
CreditDefaultSwapData() | CreditDefaultSwapData | |
CreditDefaultSwapData(const string &issuerId, const string &creditCurveId, const LegData &leg, const bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const Date &protectionStart=Date(), const Date &upfrontDate=Date(), const Real upfrontFee=Null< Real >(), QuantLib::Real recoveryRate=QuantLib::Null< QuantLib::Real >(), const std::string &referenceObligation="", const Date &tradeDate=Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true) | CreditDefaultSwapData | |
CreditDefaultSwapData(const std::string &issuerId, const CdsReferenceInformation &referenceInformation, const LegData &leg, bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const QuantLib::Date &protectionStart=QuantLib::Date(), const QuantLib::Date &upfrontDate=QuantLib::Date(), QuantLib::Real upfrontFee=QuantLib::Null< QuantLib::Real >(), QuantLib::Real recoveryRate=QuantLib::Null< QuantLib::Real >(), const std::string &referenceObligation="", const Date &tradeDate=Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true) | CreditDefaultSwapData | |
fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
fromXML(ore::data::XMLNode *node) override (defined in IndexCreditDefaultSwapData) | IndexCreditDefaultSwapData | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
IndexCreditDefaultSwapData() | IndexCreditDefaultSwapData | |
IndexCreditDefaultSwapData(const std::string &creditCurveId, const BasketData &basket, const ore::data::LegData &leg, const bool settlesAccrual=true, const PPT protectionPaymentTime=PPT::atDefault, const QuantLib::Date &protectionStart=QuantLib::Date(), const QuantLib::Date &upfrontDate=QuantLib::Date(), const QuantLib::Real upfrontFee=QuantLib::Null< QuantLib::Real >(), const QuantLib::Date &tradeDate=QuantLib::Date(), const std::string &cashSettlementDays="", const bool rebatesAccrual=true) | IndexCreditDefaultSwapData | |
indexStartDateHint() const | IndexCreditDefaultSwapData | |
issuerId() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
leg() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
PPT typedef (defined in IndexCreditDefaultSwapData) | IndexCreditDefaultSwapData | |
protectionPaymentTime() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
protectionStart() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
rebatesAccrual() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
recoveryRate() const | CreditDefaultSwapData | |
referenceInformation() const | CreditDefaultSwapData | |
referenceObligation() const | CreditDefaultSwapData | |
setIndexStartDateHint(const QuantLib::Date &d) const | IndexCreditDefaultSwapData | |
settlesAccrual() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(ore::data::XMLDocument &doc) override (defined in IndexCreditDefaultSwapData) | IndexCreditDefaultSwapData | virtual |
toXMLString() | XMLSerializable | |
tradeDate() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
upfrontDate() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
upfrontFee() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |