SimpleSwap Member List

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

calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairRate() const (defined in SimpleSwap)SimpleSwap
fairSpread() const (defined in SimpleSwap)SimpleSwap
firstLeg_ (defined in Swap)Swap [protected]
firstLegBPS() const (defined in Swap)Swap
firstLegBPS_ (defined in Swap)Swap [mutable, protected]
fixedLeg() const (defined in SimpleSwap)SimpleSwap
fixedLegBPS() const (defined in SimpleSwap)SimpleSwap
fixedRate() const (defined in SimpleSwap)SimpleSwap
floatingLeg() const (defined in SimpleSwap)SimpleSwap
floatingLegBPS() const (defined in SimpleSwap)SimpleSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() constSwap [virtual]
LazyObject() (defined in LazyObject)LazyObject
maturity() const (defined in Swap)Swap
nominal() const (defined in SimpleSwap)SimpleSwap
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
payFixedRate() const (defined in SimpleSwap)SimpleSwap
performCalculations() constSwap [protected, virtual]
recalculate()LazyObject
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
secondLeg_ (defined in Swap)Swap [protected]
secondLegBPS() const (defined in Swap)Swap
secondLegBPS_ (defined in Swap)Swap [mutable, protected]
sensitivity(Integer basis=2) constSwap
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(Arguments *args) constSimpleSwap [virtual]
setupExpired() constSwap [protected, virtual]
SimpleSwap(bool payFixedRate, const Date &startDate, Integer n, TimeUnit units, const Calendar &calendar, BusinessDayConvention rollingConvention, Real nominal, Frequency fixedFrequency, Rate fixedRate, bool fixedIsAdjusted, const DayCounter &fixedDayCount, Frequency floatingFrequency, const boost::shared_ptr< Xibor > &index, Integer indexFixingDays, Spread spread, const RelinkableHandle< TermStructure > &termStructure)SimpleSwap
SimpleSwap(bool payFixedRate, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr< Xibor > &index, Integer indexFixingDays, Spread spread, const RelinkableHandle< TermStructure > &termStructure) (defined in SimpleSwap)SimpleSwap
spread() const (defined in SimpleSwap)SimpleSwap
startDate() const (defined in Swap)Swap
Swap(const std::vector< boost::shared_ptr< CashFlow > > &firstLeg, const std::vector< boost::shared_ptr< CashFlow > > &secondLeg, const RelinkableHandle< TermStructure > &termStructure) (defined in Swap)Swap
termStructure_ (defined in Swap)Swap [protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()LazyObject [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]


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