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Reference manual - version ored_version
CrossCcyBasisSwapConvention Member List

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

build() override (defined in CrossCcyBasisSwapConvention)CrossCcyBasisSwapConventionvirtual
Convention() (defined in Convention)Conventionprotected
Convention(const string &id, Type type) (defined in Convention)Conventionprotected
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)CrossCcyBasisSwapConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
id() const (defined in Convention)Convention
id_ (defined in Convention)Conventionprotected
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)CrossCcyBasisSwapConventionvirtual
toXMLString()XMLSerializable
type() const (defined in Convention)Convention
Type enum nameConvention
type_ (defined in Convention)Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual