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Reference manual - version ored_version
FloatingLegData Member List

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

capDates() const (defined in FloatingLegData)FloatingLegData
capDates() (defined in FloatingLegData)FloatingLegData
caps() const (defined in FloatingLegData)FloatingLegData
caps() (defined in FloatingLegData)FloatingLegData
fixingDays() const (defined in FloatingLegData)FloatingLegData
fixingSchedule() const (defined in FloatingLegData)FloatingLegData
FloatingLegData()FloatingLegData
FloatingLegData(const string &index, QuantLib::Size fixingDays, bool isInArrears, const vector< double > &spreads, const vector< string > &spreadDates=vector< string >(), const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), const vector< double > &gearings=vector< double >(), const vector< string > &gearingDates=vector< string >(), bool isAveraged=false, bool nakedOption=false, bool hasSubPeriods=false, bool includeSpread=false, QuantLib::Period lookback=0 *Days, const Size rateCutoff=Null< Size >(), bool localCapFloor=false, const boost::optional< Period > &lastRecentPeriod=boost::none, const std::string &lastRecentPeriodCalendar=std::string(), bool telescopicValueDates=false, const std::map< QuantLib::Date, double > &historicalFixings={})FloatingLegData
floorDates() const (defined in FloatingLegData)FloatingLegData
floorDates() (defined in FloatingLegData)FloatingLegData
floors() const (defined in FloatingLegData)FloatingLegData
floors() (defined in FloatingLegData)FloatingLegData
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in FloatingLegData)FloatingLegDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
gearingDates() const (defined in FloatingLegData)FloatingLegData
gearings() const (defined in FloatingLegData)FloatingLegData
hasSubPeriods() const (defined in FloatingLegData)FloatingLegData
historicalFixings() const (defined in FloatingLegData)FloatingLegData
includeSpread() const (defined in FloatingLegData)FloatingLegData
index() const (defined in FloatingLegData)FloatingLegData
indices() const (defined in LegAdditionalData)LegAdditionalData
indices_LegAdditionalDataprotected
isAveraged() const (defined in FloatingLegData)FloatingLegData
isInArrears() const (defined in FloatingLegData)FloatingLegData
lastRecentPeriod() const (defined in FloatingLegData)FloatingLegData
lastRecentPeriodCalendar() const (defined in FloatingLegData)FloatingLegData
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
localCapFloor() const (defined in FloatingLegData)FloatingLegData
localCapFloor() (defined in FloatingLegData)FloatingLegData
lookback() const (defined in FloatingLegData)FloatingLegData
nakedOption() const (defined in FloatingLegData)FloatingLegData
nakedOption() (defined in FloatingLegData)FloatingLegData
rateCutoff() const (defined in FloatingLegData)FloatingLegData
resetSchedule() const (defined in FloatingLegData)FloatingLegData
spreadDates() const (defined in FloatingLegData)FloatingLegData
spreads() const (defined in FloatingLegData)FloatingLegData
telescopicValueDates() const (defined in FloatingLegData)FloatingLegData
telescopicValueDates() (defined in FloatingLegData)FloatingLegData
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in FloatingLegData)FloatingLegDatavirtual
toXMLString()XMLSerializable
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual