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Reference manual - version qle_version
FlexiSwap Member List

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

cappedRate() const (defined in FlexiSwap)FlexiSwap
fixedDayCount() const (defined in FlexiSwap)FlexiSwap
fixedLeg() const (defined in FlexiSwap)FlexiSwap
fixedNominal() const (defined in FlexiSwap)FlexiSwap
fixedRate() const (defined in FlexiSwap)FlexiSwap
fixedSchedule() const (defined in FlexiSwap)FlexiSwap
FlexiSwap(const VanillaSwap::Type type, const std::vector< Real > &fixedNominal, const std::vector< Real > &floatingNominal, const Schedule &fixedSchedule, const std::vector< Real > &fixedRate, const DayCounter &fixedDayCount, const Schedule &floatingSchedule, const QuantLib::ext::shared_ptr< IborIndex > &iborIndex, const std::vector< Real > &gearing, const std::vector< Real > &spread, const std::vector< Real > &cappedRate, const std::vector< Real > &flooredRate, const DayCounter &floatingDayCount, const std::vector< Real > &lowerNotionalBound, const QuantLib::Position::Type optionPosition, const std::vector< bool > &notionalCanBeDecreased=std::vector< bool >(), boost::optional< BusinessDayConvention > paymentConvention=boost::none) (defined in FlexiSwap)FlexiSwap
floatingDayCount() const (defined in FlexiSwap)FlexiSwap
floatingLeg() const (defined in FlexiSwap)FlexiSwap
floatingNominal() const (defined in FlexiSwap)FlexiSwap
floatingSchedule() const (defined in FlexiSwap)FlexiSwap
flooredRate() const (defined in FlexiSwap)FlexiSwap
gearing() const (defined in FlexiSwap)FlexiSwap
iborIndex() const (defined in FlexiSwap)FlexiSwap
lowerNotionalBound() const (defined in FlexiSwap)FlexiSwap
notionalCanBeDecreased() const (defined in FlexiSwap)FlexiSwap
optionPosition() const (defined in FlexiSwap)FlexiSwap
paymentConvention() const (defined in FlexiSwap)FlexiSwap
spread() const (defined in FlexiSwap)FlexiSwap
type() const (defined in FlexiSwap)FlexiSwap
underlyingValue() const (defined in FlexiSwap)FlexiSwap