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Reference manual - version qle_version
IndexCreditDefaultSwap Member List

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

buildPricingEngine(const Handle< DefaultProbabilityTermStructure > &p, Real r, const Handle< YieldTermStructure > &d, PricingModel model=Midpoint) const override (defined in IndexCreditDefaultSwap)IndexCreditDefaultSwapprotectedvirtual
IndexCreditDefaultSwap(Protection::Side side, Real notional, std::vector< Real > underlyingNotionals, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, ProtectionPaymentTime protectionPaymentTime=atDefault, const Date &protectionStart=Date(), const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, const Date &tradeDate=Date(), Natural cashSettlementDays=3) (defined in IndexCreditDefaultSwap)IndexCreditDefaultSwap
IndexCreditDefaultSwap(Protection::Side side, Real notional, std::vector< Real > underlyingNotionals, Rate upfront, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, ProtectionPaymentTime protectionPaymentTime=atDefault, const Date &protectionStart=Date(), const Date &upfrontDate=Date(), const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, const Date &tradeDate=Date(), Natural cashSettlementDays=3) (defined in IndexCreditDefaultSwap)IndexCreditDefaultSwap
setupArguments(PricingEngine::arguments *) const override (defined in IndexCreditDefaultSwap)IndexCreditDefaultSwap
underlyingNotionals() const (defined in IndexCreditDefaultSwap)IndexCreditDefaultSwap
underlyingNotionals_ (defined in IndexCreditDefaultSwap)IndexCreditDefaultSwapprotected