Reference manual - version qle_version
This is the complete list of members for EquityLeg, including all inherited members.
| EquityLeg(const Schedule &schedule, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr) (defined in EquityLeg) | EquityLeg | |
| operator Leg() const (defined in EquityLeg) | EquityLeg | |
| withDividendFactor(Real) (defined in EquityLeg) | EquityLeg | |
| withFixingDays(Natural) (defined in EquityLeg) | EquityLeg | |
| withInitialPrice(Real) (defined in EquityLeg) | EquityLeg | |
| withInitialPriceIsInTargetCcy(bool) (defined in EquityLeg) | EquityLeg | |
| withNotional(Real notional) (defined in EquityLeg) | EquityLeg | |
| withNotionalReset(bool) (defined in EquityLeg) | EquityLeg | |
| withNotionals(const std::vector< Real > ¬ionals) (defined in EquityLeg) | EquityLeg | |
| withPaymentAdjustment(BusinessDayConvention convention) (defined in EquityLeg) | EquityLeg | |
| withPaymentCalendar(const Calendar &calendar) (defined in EquityLeg) | EquityLeg | |
| withPaymentDayCounter(const DayCounter &dayCounter) (defined in EquityLeg) | EquityLeg | |
| withPaymentLag(Natural paymentLag) (defined in EquityLeg) | EquityLeg | |
| withQuantity(Real) (defined in EquityLeg) | EquityLeg | |
| withReturnType(EquityReturnType) (defined in EquityLeg) | EquityLeg | |
| withValuationSchedule(const Schedule &valuationSchedule) (defined in EquityLeg) | EquityLeg |