Reference manual - version qle_version
This is the complete list of members for CrossCurrencySwap, including all inherited members.
| alwaysForwardNotifications() override (defined in CurrencySwap) | CurrencySwap | |
| CrossCurrencySwap(bool payFixed, Currency fixedCcy, std::vector< Real > fixedNominals, const Schedule &fixedSchedule, std::vector< Rate > fixedRates, const DayCounter &fixedDayCount, Currency floatCcy, std::vector< Real > floatNominals, const Schedule &floatSchedule, const boost::shared_ptr< IborIndex > &iborIndex, std::vector< Rate > floatSpreads, boost::optional< BusinessDayConvention > paymentConvention=boost::none, const bool isPhysicallySettled=true, const bool isResettable=false) (defined in CrossCurrencySwap) | CrossCurrencySwap | |
| CrossCurrencySwap(bool pay1, Currency ccy1, std::vector< Real > nominals1, const Schedule &schedule1, std::vector< Rate > fixedRates1, const DayCounter &fixedDayCount1, Currency ccy2, std::vector< Real > nominals2, const Schedule &schedule2, std::vector< Rate > fixedRates2, const DayCounter &fixedDayCount2, boost::optional< BusinessDayConvention > paymentConvention=boost::none, const bool isPhysicallySettled=true, const bool isResettable=false) (defined in CrossCurrencySwap) | CrossCurrencySwap | |
| CrossCurrencySwap(bool pay1, Currency ccy1, std::vector< Real > nominals1, const Schedule &schedule1, const boost::shared_ptr< IborIndex > &iborIndex1, std::vector< Rate > spreads1, Currency ccy2, std::vector< Real > nominals2, const Schedule &schedule2, const boost::shared_ptr< IborIndex > &iborIndex2, std::vector< Rate > spreads2, boost::optional< BusinessDayConvention > paymentConvention=boost::none, const bool isPhysicallySettled=true, const bool isResettable=false) (defined in CrossCurrencySwap) | CrossCurrencySwap | |
| currencies() (defined in CurrencySwap) | CurrencySwap | |
| currency_ (defined in CurrencySwap) | CurrencySwap | protected |
| CurrencySwap(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > ¤cy, const bool isPhysicallySettled=true, const bool isResettable=false) | CurrencySwap | |
| CurrencySwap(Size legs) | CurrencySwap | protected |
| deepUpdate() override (defined in CurrencySwap) | CurrencySwap | |
| endDiscounts(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| endDiscounts_ (defined in CurrencySwap) | CurrencySwap | protected |
| fetchResults(const PricingEngine::results *) const override (defined in CurrencySwap) | CurrencySwap | |
| inCcyLegBPS(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| inCcyLegBPS_ (defined in CurrencySwap) | CurrencySwap | protected |
| inCcyLegNPV(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| inCcyLegNPV_ (defined in CurrencySwap) | CurrencySwap | protected |
| isExpired() const override (defined in CurrencySwap) | CurrencySwap | |
| isPhysicallySettled_ (defined in CurrencySwap) | CurrencySwap | protected |
| isResettable_ (defined in CurrencySwap) | CurrencySwap | protected |
| leg(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| legBPS(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| legBPS_ (defined in CurrencySwap) | CurrencySwap | mutableprotected |
| legCurrency(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| legNPV(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| legNPV_ (defined in CurrencySwap) | CurrencySwap | mutableprotected |
| legs() (defined in CurrencySwap) | CurrencySwap | |
| legs_ (defined in CurrencySwap) | CurrencySwap | protected |
| maturityDate() const (defined in CurrencySwap) | CurrencySwap | |
| npvDateDiscount() const (defined in CurrencySwap) | CurrencySwap | |
| npvDateDiscount_ (defined in CurrencySwap) | CurrencySwap | mutableprotected |
| payer_ (defined in CurrencySwap) | CurrencySwap | protected |
| setupArguments(PricingEngine::arguments *) const override (defined in CurrencySwap) | CurrencySwap | |
| setupExpired() const override (defined in CurrencySwap) | CurrencySwap | protected |
| startDate() const (defined in CurrencySwap) | CurrencySwap | |
| startDiscounts(Size j) const (defined in CurrencySwap) | CurrencySwap | |
| startDiscounts_ (defined in CurrencySwap) | CurrencySwap | mutableprotected |