AssetSwap Member List
This is the complete list of members for AssetSwap, including all inherited members.
additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
AssetSwap(bool payBondCoupon, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const boost::shared_ptr< IborIndex > &iborIndex, Spread spread, const Schedule &floatSchedule=Schedule(), const DayCounter &floatingDayCount=DayCounter(), bool parAssetSwap=true) (defined in AssetSwap)AssetSwap
AssetSwap(bool parAssetSwap, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, Real nonParRepayment, Real gearing, const boost::shared_ptr< IborIndex > &iborIndex, Spread spread=0.0, const DayCounter &floatingDayCount=DayCounter(), Date dealMaturity=Date(), bool payBondCoupon=false) (defined in AssetSwap)AssetSwap
bond() const (defined in AssetSwap)AssetSwap
bondLeg() const (defined in AssetSwap)AssetSwap
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
cleanPrice() const (defined in AssetSwap)AssetSwap
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swap [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairCleanPrice() const (defined in AssetSwap)AssetSwap
fairNonParRepayment() const (defined in AssetSwap)AssetSwap
fairSpread() const (defined in AssetSwap)AssetSwap
fetchResults(const PricingEngine::results *) const AssetSwap [virtual]
floatingLeg() const (defined in AssetSwap)AssetSwap
floatingLegBPS() const (defined in AssetSwap)AssetSwap
floatingLegNPV() const (defined in AssetSwap)AssetSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const Swap [virtual]
LazyObject() (defined in LazyObject)LazyObject
leg(Size j) const (defined in Swap)Swap
legBPS(Size j) const (defined in Swap)Swap
legBPS_ (defined in Swap)Swap [mutable, protected]
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swap [mutable, protected]
legs_ (defined in Swap)Swap [protected]
maturityDate() const (defined in Swap)Swap
nonParRepayment() const (defined in AssetSwap)AssetSwap
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swap [mutable, protected]
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
parSwap() const (defined in AssetSwap)AssetSwap
payBondCoupon() const (defined in AssetSwap)AssetSwap
payer_ (defined in Swap)Swap [protected]
performCalculations() const Instrument [protected, virtual]
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) const AssetSwap [virtual]
spread() const (defined in AssetSwap)AssetSwap
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swap [mutable, protected]
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swap [protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrument [mutable, protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]