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Reference manual - version ored_version
DigitalCMSSpreadLegData Member List

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

callPayoffDates() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
callPayoffs() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
callPosition() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
callStrikeDates() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
callStrikes() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
DigitalCMSSpreadLegData()DigitalCMSSpreadLegData
DigitalCMSSpreadLegData(const boost::shared_ptr< CMSSpreadLegData > &underlying, Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, const vector< double > callStrikes=vector< double >(), const vector< string > callStrikeDates=vector< string >(), const vector< double > callPayoffs=vector< double >(), const vector< string > callPayoffDates=vector< string >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, const vector< double > putStrikes=vector< double >(), const vector< string > putStrikeDates=vector< string >(), const vector< double > putPayoffs=vector< double >(), const vector< string > putPayoffDates=vector< string >())DigitalCMSSpreadLegData
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
indices() const (defined in LegAdditionalData)LegAdditionalData
indices_LegAdditionalDataprotected
isCallATMIncluded() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
isPutATMIncluded() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
LegAdditionalData(const string &legType, const string &legNodeName) (defined in LegAdditionalData)LegAdditionalData
LegAdditionalData(const string &legType) (defined in LegAdditionalData)LegAdditionalData
legNodeName() const (defined in LegAdditionalData)LegAdditionalData
legType() const (defined in LegAdditionalData)LegAdditionalData
putPayoffDates() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
putPayoffs() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
putPosition() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
putStrikeDates() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
putStrikes() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegDatavirtual
toXMLString()XMLSerializable
underlying() const (defined in DigitalCMSSpreadLegData)DigitalCMSSpreadLegData
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual