Reference manual - version qle_version
This is the complete list of members for BalanceGuaranteedSwap, including all inherited members.
| BalanceGuaranteedSwap(const VanillaSwap::Type type, const std::vector< std::vector< Real >> &trancheNominals, const Schedule &nominalSchedule, const Size referencedTranche, const Schedule &fixedSchedule, const std::vector< Real > &fixedRate, const DayCounter &fixedDayCount, const Schedule &floatingSchedule, const QuantLib::ext::shared_ptr< IborIndex > &iborIndex, const std::vector< Real > &gearing, const std::vector< Real > &spread, const std::vector< Real > &cappedRate, const std::vector< Real > &flooredRate, const DayCounter &floatingDayCount, boost::optional< BusinessDayConvention > paymentConvention=boost::none) (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| cappedRate() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| fixedDayCount() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| fixedLeg() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| fixedRate() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| fixedSchedule() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| floatingDayCount() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| floatingLeg() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| floatingSchedule() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| flooredRate() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| gearing() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| iborIndex() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| nominalSchedule() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| paymentConvention() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| referencedTranche() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| spread() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| trancheNominal() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| trancheNominal(const Size trancheIndex, const Date &d) (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap | |
| type() const (defined in BalanceGuaranteedSwap) | BalanceGuaranteedSwap |