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Reference manual - version ored_version
LegData Member List

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

amortizationData() const (defined in LegData)LegData
concreteLegData() const (defined in LegData)LegData
concreteLegData() (defined in LegData)LegData
currency() const (defined in LegData)LegData
dayCounter() const (defined in LegData)LegData
dayCounter() (defined in LegData)LegData
foreignAmount() const (defined in LegData)LegData
foreignCurrency() const (defined in LegData)LegData
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in LegData)LegDatavirtual
fromXMLString(const std::string &xml)XMLSerializable
fxIndex() const (defined in LegData)LegData
indexing() const (defined in LegData)LegData
indexing() (defined in LegData)LegData
indexingFromAssetLeg() const (defined in LegData)LegData
indexingFromAssetLeg() (defined in LegData)LegData
indices() const (defined in LegData)LegData
indices_LegDataprotected
initialiseConcreteLegData(const string &) (defined in LegData)LegDatavirtual
isNotResetXCCY() const (defined in LegData)LegData
isPayer() const (defined in LegData)LegData
isPayer() (defined in LegData)LegData
lastPeriodDayCounter() const (defined in LegData)LegData
lastPeriodDayCounter() (defined in LegData)LegData
LegData()LegData
LegData(const boost::shared_ptr< LegAdditionalData > &innerLegData, bool isPayer, const string &currency, const ScheduleData &scheduleData=ScheduleData(), const string &dayCounter="", const std::vector< double > &notionals=std::vector< double >(), const std::vector< string > &notionalDates=std::vector< string >(), const string &paymentConvention="F", const bool notionalInitialExchange=false, const bool notionalFinalExchange=false, const bool notionalAmortizingExchange=false, const bool isNotResetXCCY=true, const string &foreignCurrency="", const double foreignAmount=0, const string &fxIndex="", const std::vector< AmortizationData > &amortizationData=std::vector< AmortizationData >(), const string &paymentLag="", const std::string &paymentCalendar="", const std::vector< std::string > &paymentDates=std::vector< std::string >(), const std::vector< Indexing > &indexing={}, const bool indexingFromAssetLeg=false, const string &lastPeriodDayCounter="")LegData
legType() const (defined in LegData)LegData
notionalAmortizingExchange() const (defined in LegData)LegData
notionalDates() const (defined in LegData)LegData
notionalDates() (defined in LegData)LegData
notionalFinalExchange() const (defined in LegData)LegData
notionalInitialExchange() const (defined in LegData)LegData
notionals() const (defined in LegData)LegData
notionals() (defined in LegData)LegData
paymentCalendar() const (defined in LegData)LegData
paymentConvention() const (defined in LegData)LegData
paymentConvention() (defined in LegData)LegData
paymentDates() const (defined in LegData)LegData
paymentDates() (defined in LegData)LegData
paymentLag() const (defined in LegData)LegData
paymentSchedule() const (defined in LegData)LegData
schedule() const (defined in LegData)LegData
schedule() (defined in LegData)LegData
strictNotionalDates() const (defined in LegData)LegData
strictNotionalDates() (defined in LegData)LegData
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in LegData)LegDatavirtual
toXMLString()XMLSerializable
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual