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Reference manual - version ored_version
SecuritySpreadConvention Member List

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

build() override (defined in SecuritySpreadConvention)SecuritySpreadConventionvirtual
compounding() constSecuritySpreadConvention
compoundingFrequency() constSecuritySpreadConvention
Convention() (defined in Convention)Conventionprotected
Convention(const string &id, Type type) (defined in Convention)Conventionprotected
dayCounter() constSecuritySpreadConvention
eom()SecuritySpreadConvention
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in SecuritySpreadConvention)SecuritySpreadConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
id() const (defined in Convention)Convention
id_ (defined in Convention)Conventionprotected
rollConvention() constSecuritySpreadConvention
SecuritySpreadConvention()SecuritySpreadConvention
SecuritySpreadConvention(const string &id, const string &dayCounter, const string &compounding, const string &compoundingFrequency) (defined in SecuritySpreadConvention)SecuritySpreadConvention
SecuritySpreadConvention(const string &id, const string &dayCounter, const string &tenorCalendar, const string &compounding="Continuous", const string &compoundingFrequency="Annual", const string &spotLag="", const string &spotCalendar="", const string &rollConvention="", const string &eom="") (defined in SecuritySpreadConvention)SecuritySpreadConvention
spotCalendar() constSecuritySpreadConvention
spotLag() constSecuritySpreadConvention
tenorBased()SecuritySpreadConvention
tenorCalendar() constSecuritySpreadConvention
toFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) override (defined in SecuritySpreadConvention)SecuritySpreadConventionvirtual
toXMLString()XMLSerializable
Type enum nameConvention
type() const (defined in Convention)Convention
type_ (defined in Convention)Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual