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Reference manual - version ored_version
ZeroRateConvention Member List

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

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