QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
VanillaSwap Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fairRate() const (defined in VanillaSwap)VanillaSwap
fairSpread() const (defined in VanillaSwap)VanillaSwap
fetchResults(const PricingEngine::results *) const VanillaSwapvirtual
fixedDayCount() const (defined in VanillaSwap)VanillaSwap
fixedLeg() const (defined in VanillaSwap)VanillaSwap
fixedLegBPS() const (defined in VanillaSwap)VanillaSwap
fixedLegNPV() const (defined in VanillaSwap)VanillaSwap
fixedRate() const (defined in VanillaSwap)VanillaSwap
fixedSchedule() const (defined in VanillaSwap)VanillaSwap
floatingDayCount() const (defined in VanillaSwap)VanillaSwap
floatingLeg() const (defined in VanillaSwap)VanillaSwap
floatingLegBPS() const (defined in VanillaSwap)VanillaSwap
floatingLegNPV() const (defined in VanillaSwap)VanillaSwap
floatingSchedule() const (defined in VanillaSwap)VanillaSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
iborIndex() const (defined in VanillaSwap)VanillaSwap
Instrument() (defined in Instrument)Instrument
isExpired() const Swapvirtual
iterator typedef (defined in Observer)Observer
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)Swapmutableprotected
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swapmutableprotected
legs_ (defined in Swap)Swapprotected
maturityDate() const (defined in Swap)Swap
nominal() const (defined in VanillaSwap)VanillaSwap
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swapmutableprotected
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
Payer enum value (defined in VanillaSwap)VanillaSwap
payer_ (defined in Swap)Swapprotected
paymentConvention() const (defined in VanillaSwap)VanillaSwap
performCalculations() const Instrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in VanillaSwap)VanillaSwap
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) const Instrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *args) const VanillaSwapvirtual
spread() const (defined in VanillaSwap)VanillaSwap
startDate() const (defined in Swap)Swap
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
Type enum name (defined in VanillaSwap)VanillaSwap
type() const (defined in VanillaSwap)VanillaSwap
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
VanillaSwap(Type type, Real nominal, const Schedule &fixedSchedule, Rate fixedRate, const DayCounter &fixedDayCount, const Schedule &floatSchedule, const boost::shared_ptr< IborIndex > &iborIndex, Spread spread, const DayCounter &floatingDayCount, boost::optional< BusinessDayConvention > paymentConvention=boost::none) (defined in VanillaSwap)VanillaSwap
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual