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Reference manual - version ored_version
TenorBasisSwapConvention Member List

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

build() override (defined in TenorBasisSwapConvention)TenorBasisSwapConventionvirtual
Convention() (defined in Convention)Conventionprotected
Convention(const string &id, Type type) (defined in Convention)Conventionprotected
fromFile(const std::string &filename) (defined in XMLSerializable)XMLSerializable
fromXML(XMLNode *node) override (defined in TenorBasisSwapConvention)TenorBasisSwapConventionvirtual
fromXMLString(const std::string &xml)XMLSerializable
id() const (defined in Convention)Convention
id_ (defined in Convention)Conventionprotected
includeSpread() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
payFrequency() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
payIndex() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
payIndexName() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
receiveFrequency() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
receiveIndex() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
receiveIndexName() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
spreadOnRec() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
subPeriodsCouponType() const (defined in TenorBasisSwapConvention)TenorBasisSwapConvention
TenorBasisSwapConvention()TenorBasisSwapConvention
TenorBasisSwapConvention(const string &id, const string &payIndex, const string &receiveIndex, const string &receiveFrequency="", const string &payFrequency="", const string &spreadOnRec="", const string &includeSpread="", const string &subPeriodsCouponType="")TenorBasisSwapConvention
toFile(const std::string &filename) const (defined in XMLSerializable)XMLSerializable
toXML(XMLDocument &doc) const override (defined in TenorBasisSwapConvention)TenorBasisSwapConventionvirtual
toXMLString() constXMLSerializable
type() const (defined in Convention)Convention
Type enum nameConvention
type_ (defined in Convention)Conventionprotected
~Convention()Conventionvirtual
~XMLSerializable() (defined in XMLSerializable)XMLSerializablevirtual