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Reference manual - version qle_version
CurrencySwap Member List

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

alwaysForwardNotifications() override (defined in CurrencySwap)CurrencySwap
currencies() (defined in CurrencySwap)CurrencySwap
currency_ (defined in CurrencySwap)CurrencySwapprotected
CurrencySwap(const std::vector< Leg > &legs, const std::vector< bool > &payer, const std::vector< Currency > &currency, const bool isPhysicallySettled=true, const bool isResettable=false)CurrencySwap
CurrencySwap(Size legs)CurrencySwapprotected
deepUpdate() override (defined in CurrencySwap)CurrencySwap
endDiscounts(Size j) const (defined in CurrencySwap)CurrencySwap
endDiscounts_ (defined in CurrencySwap)CurrencySwapprotected
fetchResults(const PricingEngine::results *) const override (defined in CurrencySwap)CurrencySwap
inCcyLegBPS(Size j) const (defined in CurrencySwap)CurrencySwap
inCcyLegBPS_ (defined in CurrencySwap)CurrencySwapprotected
inCcyLegNPV(Size j) const (defined in CurrencySwap)CurrencySwap
inCcyLegNPV_ (defined in CurrencySwap)CurrencySwapprotected
isExpired() const override (defined in CurrencySwap)CurrencySwap
isPhysicallySettled_ (defined in CurrencySwap)CurrencySwapprotected
isResettable_ (defined in CurrencySwap)CurrencySwapprotected
leg(Size j) const (defined in CurrencySwap)CurrencySwap
legBPS(Size j) const (defined in CurrencySwap)CurrencySwap
legBPS_ (defined in CurrencySwap)CurrencySwapmutableprotected
legCurrency(Size j) const (defined in CurrencySwap)CurrencySwap
legNPV(Size j) const (defined in CurrencySwap)CurrencySwap
legNPV_ (defined in CurrencySwap)CurrencySwapmutableprotected
legs() (defined in CurrencySwap)CurrencySwap
legs_ (defined in CurrencySwap)CurrencySwapprotected
maturityDate() const (defined in CurrencySwap)CurrencySwap
npvDateDiscount() const (defined in CurrencySwap)CurrencySwap
npvDateDiscount_ (defined in CurrencySwap)CurrencySwapmutableprotected
payer_ (defined in CurrencySwap)CurrencySwapprotected
setupArguments(PricingEngine::arguments *) const override (defined in CurrencySwap)CurrencySwap
setupExpired() const override (defined in CurrencySwap)CurrencySwapprotected
startDate() const (defined in CurrencySwap)CurrencySwap
startDiscounts(Size j) const (defined in CurrencySwap)CurrencySwap
startDiscounts_ (defined in CurrencySwap)CurrencySwapmutableprotected