This is the complete list of members for RepresentativeSwaptionMatcher, including all inherited members.
InclusionCriterion enum name (defined in RepresentativeSwaptionMatcher) | RepresentativeSwaptionMatcher | |
representativeSwaption(Date exerciseDate, const InclusionCriterion criterion=InclusionCriterion::AccrualStartGeqExercise) | RepresentativeSwaptionMatcher | |
RepresentativeSwaptionMatcher(const std::vector< Leg > &underlying, const std::vector< bool > &isPayer, const boost::shared_ptr< SwapIndex > &standardSwapIndexBase, const bool useUnderlyingIborIndex, const Handle< YieldTermStructure > &discountCurve, const Real reversion, const Real volatility=0.0050, const Real flatRate=Null< Real >()) (defined in RepresentativeSwaptionMatcher) | RepresentativeSwaptionMatcher |