Reference manual - version ored_version
This is the complete list of members for CSA, including all inherited members.
| applyInitialMargin() | CSA | |
| Bilateral enum value (defined in CSA) | CSA | |
| calculateIMAmount() | CSA | |
| calculateVMAmount() | CSA | |
| CallOnly enum value (defined in CSA) | CSA | |
| collatSpreadPay() const | CSA | |
| collatSpreadRcv() const | CSA | |
| CSA(const Type &type, const string &csaCurrency, const string &index, const Real &thresholdPay, const Real &thresholdRcv, const Real &mtaPay, const Real &mtaRcv, const Real &iaHeld, const string &iaType, const Period &marginCallFreq, const Period &marginPostFreq, const Period &mpr, const Real &collatSpreadPay, const Real &collatSpreadRcv, const vector< string > &eligCollatCcys, bool applyInitialMargin, Type initialMarginType, const bool calculateIMAmount, const bool calculateVMAmount, const string &nonExemptIMRegulations) (defined in CSA) | CSA | |
| csaCurrency() const | CSA | |
| eligCollatCcys() const | CSA | |
| independentAmountHeld() const | CSA | |
| independentAmountType() const | CSA | |
| index() const | CSA | |
| initialMarginType() | CSA | |
| invertCSA() | CSA | |
| marginCallFrequency() const | CSA | |
| marginPeriodOfRisk() const | CSA | |
| marginPostFrequency() const | CSA | |
| mtaPay() const | CSA | |
| mtaRcv() const | CSA | |
| nonExemptIMRegulations() | CSA | |
| PostOnly enum value (defined in CSA) | CSA | |
| thresholdPay() const | CSA | |
| thresholdRcv() const | CSA | |
| type() const | CSA | |
| Type enum name | CSA | |
| validate() (defined in CSA) | CSA |