Reference manual - version qle_version
This is the complete list of members for CrossCcyBasisSwap, including all inherited members.
| CrossCcyBasisSwap(Real payNominal, const Currency &payCurrency, const Schedule &paySchedule, const boost::shared_ptr< IborIndex > &payIndex, Spread paySpread, Real payGearing, Real recNominal, const Currency &recCurrency, const Schedule &recSchedule, const boost::shared_ptr< IborIndex > &recIndex, Spread recSpread, Real recGearing, Size payPaymentLag=0, Size recPaymentLag=0, boost::optional< bool > payIncludeSpread=boost::none, boost::optional< Period > payLookback=boost::none, boost::optional< Size > payFixingDays=boost::none, boost::optional< Size > payRateCutoff=boost::none, boost::optional< bool > payIsAveraged=boost::none, boost::optional< bool > recIncludeSpread=boost::none, boost::optional< Period > recLookback=boost::none, boost::optional< Size > recFixingDays=boost::none, boost::optional< Size > recRateCutoff=boost::none, boost::optional< bool > recIsAveraged=boost::none, const bool telescopicValueDates=false) | CrossCcyBasisSwap | |
| CrossCcySwap(const Leg &firstLeg, const Currency &firstLegCcy, const Leg &secondLeg, const Currency &secondLegCcy) | CrossCcySwap | |
| CrossCcySwap(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > ¤cies) | CrossCcySwap | |
| CrossCcySwap(Size legs) | CrossCcySwap | protected |
| currencies_ (defined in CrossCcySwap) | CrossCcySwap | protected |
| fairPaySpread() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| fairRecSpread() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| fetchResults(const PricingEngine::results *) const override (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| inCcyLegBPS(Size j) const (defined in CrossCcySwap) | CrossCcySwap | |
| inCcyLegNPV(Size j) const (defined in CrossCcySwap) | CrossCcySwap | |
| legCurrency(Size j) const (defined in CrossCcySwap) | CrossCcySwap | |
| npvDateDiscounts(Size j) const (defined in CrossCcySwap) | CrossCcySwap | |
| payCurrency() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| payGearing() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| payIndex() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| payNominal() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| paySchedule() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| paySpread() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| recCurrency() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| recGearing() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| recIndex() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| recNominal() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| recSchedule() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| recSpread() const (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| setupArguments(PricingEngine::arguments *args) const override (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | |
| setupExpired() const override (defined in CrossCcyBasisSwap) | CrossCcyBasisSwap | protected |