Reference manual - version ored_version
This is the complete list of members for CreditDefaultSwapData, including all inherited members.
| alloc(XMLDocument &doc) const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | protectedvirtual |
| cashSettlementDays() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
| check(XMLNode *node) const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | protectedvirtual |
| creditCurveId() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
| 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(XMLNode *node) override (defined in CreditDefaultSwapData) | CreditDefaultSwapData | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| issuerId() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
| leg() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
| PPT typedef (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
| 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 | |
| settlesAccrual() const (defined in CreditDefaultSwapData) | CreditDefaultSwapData | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in CreditDefaultSwapData) | CreditDefaultSwapData | virtual |
| toXMLString() const | 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 |