Reference manual - version qle_version
This is the complete list of members for CrossCcyBasisSwapHelper, including all inherited members.
| accept(AcyclicVisitor &) override (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | |
| CrossCcyBasisSwapHelper(const Handle< Quote > &spreadQuote, const Handle< Quote > &spotFX, Natural settlementDays, const Calendar &settlementCalendar, const Period &swapTenor, BusinessDayConvention rollConvention, const boost::shared_ptr< QuantLib::IborIndex > &flatIndex, const boost::shared_ptr< QuantLib::IborIndex > &spreadIndex, const Handle< YieldTermStructure > &flatDiscountCurve, const Handle< YieldTermStructure > &spreadDiscountCurve, bool eom=false, bool flatIsDomestic=true, boost::optional< QuantLib::Period > flatTenor=boost::none, boost::optional< QuantLib::Period > spreadTenor=boost::none, Real spreadOnFlatLeg=0.0, Real flatGearing=1.0, Real spreadGearing=1.0, const Calendar &flatCalendar=Calendar(), const Calendar &spreadCalendar=Calendar(), const std::vector< Natural > &spotFXSettleDaysVec=std::vector< Natural >(), const std::vector< Calendar > &spotFXSettleCalendar=std::vector< Calendar >(), Size paymentLag=0, Size flatPaymentLag=0, boost::optional< bool > includeSpread=boost::none, boost::optional< Period > lookback=boost::none, boost::optional< Size > fixingDays=boost::none, boost::optional< Size > rateCutoff=boost::none, boost::optional< bool > isAveraged=boost::none, boost::optional< bool > flatIncludeSpread=boost::none, boost::optional< Period > flatLookback=boost::none, boost::optional< Size > flatFixingDays=boost::none, boost::optional< Size > flatRateCutoff=boost::none, boost::optional< bool > flatIsAveraged=boost::none, const bool telescopicValueDates=false) (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | |
| eom_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| fixingDays_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatCalendar_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatDiscountCurve_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatDiscountRLH_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatFixingDays_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatGearing_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatIncludeSpread_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatIndex_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatIsAveraged_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatIsDomestic_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatLegCurrency_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatLookback_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatPaymentLag_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatRateCutoff_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| flatTenor_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| impliedQuote() const override (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | |
| includeSpread_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| initializeDates() override (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| isAveraged_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| lookback_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| paymentLag_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| rateCutoff_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| rollConvention_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| setTermStructure(YieldTermStructure *) override (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | |
| settlementCalendar_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| settlementDays_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spotFX_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spotFXSettleCalendarVec_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spotFXSettleDaysVec_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadCalendar_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadDiscountCurve_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadDiscountRLH_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadGearing_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadIndex_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadLegCurrency_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadOnFlatLeg_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| spreadTenor_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| swap() const (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | |
| swap_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| swapTenor_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| telescopicValueDates_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |
| termStructureHandle_ (defined in CrossCcyBasisSwapHelper) | CrossCcyBasisSwapHelper | protected |