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Reference manual - version qle_version
DurationAdjustedCmsCoupon Member List

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

accept(AcyclicVisitor &) override (defined in DurationAdjustedCmsCoupon)DurationAdjustedCmsCoupon
duration() const (defined in DurationAdjustedCmsCoupon)DurationAdjustedCmsCoupon
DurationAdjustedCmsCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< SwapIndex > &index, Size duration=0, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) (defined in DurationAdjustedCmsCoupon)DurationAdjustedCmsCoupon
durationAdjustment() const (defined in DurationAdjustedCmsCoupon)DurationAdjustedCmsCoupon
indexFixing() const override (defined in DurationAdjustedCmsCoupon)DurationAdjustedCmsCoupon
swapIndex() const (defined in DurationAdjustedCmsCoupon)DurationAdjustedCmsCoupon