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| DurationAdjustedCmsLegData (const std::string &swapIndex, Size duration, Size fixingDays, bool isInArrears, const std::vector< double > &spreads, const std::vector< std::string > &spreadDates=std::vector< std::string >(), const std::vector< double > &caps=std::vector< double >(), const std::vector< std::string > &capDates=std::vector< std::string >(), const std::vector< double > &floors=std::vector< double >(), const std::vector< std::string > &floorDates=std::vector< std::string >(), const std::vector< double > &gearings=std::vector< double >(), const std::vector< std::string > &gearingDates=std::vector< std::string >(), bool nakedOption=false) |
| Detailed constructor.
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const std::string & | swapIndex () const |
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Size | duration () const |
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Size | fixingDays () const |
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bool | isInArrears () const |
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const std::vector< double > & | spreads () const |
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const std::vector< std::string > & | spreadDates () const |
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const std::vector< double > & | caps () const |
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const std::vector< std::string > & | capDates () const |
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const std::vector< double > & | floors () const |
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const std::vector< std::string > & | floorDates () const |
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const std::vector< double > & | gearings () const |
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const std::vector< std::string > & | gearingDates () const |
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bool | nakedOption () const |
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vector< double > & | caps () |
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vector< string > & | capDates () |
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vector< double > & | floors () |
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vector< string > & | floorDates () |
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bool & | nakedOption () |
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| LegAdditionalData (const string &legType, const string &legNodeName) |
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| LegAdditionalData (const string &legType) |
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const string & | legType () const |
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const string & | legNodeName () const |
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const std::set< std::string > & | indices () const |
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void | fromFile (const std::string &filename) |
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void | toFile (const std::string &filename) |
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void | fromXMLString (const std::string &xml) |
| Parse from XML string.
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std::string | toXMLString () |
| Parse from XML string.
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