This is the complete list of members for CrossCcyBasisSwapConvention, including all inherited members.
build() override (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | virtual |
Convention() (defined in Convention) | Convention | protected |
Convention(const string &id, Type type) (defined in Convention) | Convention | protected |
CrossCcyBasisSwapConvention() | CrossCcyBasisSwapConvention | |
CrossCcyBasisSwapConvention(const string &id, const string &strSettlementDays, const string &strSettlementCalendar, const string &strRollConvention, const string &flatIndex, const string &spreadIndex, const string &strEom="", const string &strIsResettable="", const string &strFlatIndexIsResettable="", const std::string &strFlatTenor="", const std::string &strSpreadTenor="", const string &strPaymentLag="", const string &strFlatPaymentLag="", const string &strIncludeSpread="", const string &strLookback="", const string &strFixingDays="", const string &strRateCutoff="", const string &strIsAveraged="", const string &strFlatIncludeSpread="", const string &strFlatLookback="", const string &strFlatFixingDays="", const string &strFlatRateCutoff="", const string &strFlatIsAveraged="", const Conventions *conventions=nullptr) | CrossCcyBasisSwapConvention | |
eom() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
fixingDays() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatFixingDays() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatIncludeSpread() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatIndex() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatIndexIsResettable() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatIndexName() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatIsAveraged() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatLookback() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatPaymentLag() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatRateCutoff() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
flatTenor() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
fromXML(XMLNode *node) override (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
id() const (defined in Convention) | Convention | |
id_ (defined in Convention) | Convention | protected |
includeSpread() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
isAveraged() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
isResettable() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
lookback() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
paymentLag() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
rateCutoff() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
rollConvention() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
settlementCalendar() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
settlementDays() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
spreadIndex() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
spreadIndexName() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
spreadTenor() const (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(XMLDocument &doc) override (defined in CrossCcyBasisSwapConvention) | CrossCcyBasisSwapConvention | virtual |
toXMLString() | XMLSerializable | |
type() const (defined in Convention) | Convention | |
Type enum name | Convention | |
type_ (defined in Convention) | Convention | protected |
~Convention() | Convention | virtual |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |