| DoubleOvernightIndexedBasisSwap(Real nominal, const Schedule &paySchedule, const boost::shared_ptr< OvernightIndex > &payIndex, const Schedule &recSchedule, const boost::shared_ptr< OvernightIndex > &recIndex, Spread paySpread=0.0, Spread recSpread=0.0, const bool telescopicValueDates=false) (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| DoubleOvernightIndexedBasisSwap(std::vector< Real > nominals, const Schedule &paySchedule, const boost::shared_ptr< OvernightIndex > &payIndex, const Schedule &recSchedule, const boost::shared_ptr< OvernightIndex > &recIndex, Spread paySpread=0.0, Spread secondLegSpread=0.0, const bool telescopicValueDates=false) (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| fairPaySpread() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| fairRecSpread() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| nominal() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| nominals() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| payBPS() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| payIndex() (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| payLeg() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| payNPV() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| paySchedule() (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| paySpread() (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| recBPS() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| recIndex() (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| recLeg() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| recNPV() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| recSchedule() (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| secondLegSpread() (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
| type() const (defined in DoubleOvernightIndexedBasisSwap) | DoubleOvernightIndexedBasisSwap | |
