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Reference manual - version ored_version
CmsSpreadOptionConvention Member List

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

build() override (defined in CmsSpreadOptionConvention)CmsSpreadOptionConventionvirtual
calendar() const (defined in CmsSpreadOptionConvention)CmsSpreadOptionConvention
CmsSpreadOptionConvention()CmsSpreadOptionConvention
CmsSpreadOptionConvention(const string &id, const string &strForwardStart, const string &strSpotDays, const string &strSwapTenor, const string &strFixingDays, const string &strCalendar, const string &strDayCounter, const string &strConvention)CmsSpreadOptionConvention
Convention() (defined in Convention)Conventionprotected
Convention(const string &id, Type type) (defined in Convention)Conventionprotected
dayCounter() const (defined in CmsSpreadOptionConvention)CmsSpreadOptionConvention
fixingDays() const (defined in CmsSpreadOptionConvention)CmsSpreadOptionConvention
forwardStart() const (defined in CmsSpreadOptionConvention)CmsSpreadOptionConvention
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in CmsSpreadOptionConvention)CmsSpreadOptionConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
id() const (defined in Convention)Convention
id_ (defined in Convention)Conventionprotected
rollConvention() const (defined in CmsSpreadOptionConvention)CmsSpreadOptionConvention
spotDays() const (defined in CmsSpreadOptionConvention)CmsSpreadOptionConvention
swapTenor() (defined in CmsSpreadOptionConvention)CmsSpreadOptionConvention
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in CmsSpreadOptionConvention)CmsSpreadOptionConventionvirtual
toXMLString()XMLSerializable
type() const (defined in Convention)Convention
Type enum nameConvention
type_ (defined in Convention)Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual