Reference manual - version ored_version
This is the complete list of members for FloatingLegData, including all inherited members.
| backStubLongIndex() const (defined in FloatingLegData) | FloatingLegData | |
| backStubRoundingPrecision() const (defined in FloatingLegData) | FloatingLegData | |
| backStubRoundingType() const (defined in FloatingLegData) | FloatingLegData | |
| backStubShortIndex() const (defined in FloatingLegData) | FloatingLegData | |
| capDates() const (defined in FloatingLegData) | FloatingLegData | |
| capDates() (defined in FloatingLegData) | FloatingLegData | |
| caps() const (defined in FloatingLegData) | FloatingLegData | |
| caps() (defined in FloatingLegData) | FloatingLegData | |
| fixingDays() const (defined in FloatingLegData) | FloatingLegData | |
| fixingSchedule() const (defined in FloatingLegData) | FloatingLegData | |
| FloatingLegData() | FloatingLegData | |
| FloatingLegData(const string &index, QuantLib::Size fixingDays, bool isInArrears, const vector< double > &spreads, const vector< string > &spreadDates=vector< string >(), const vector< double > &caps=vector< double >(), const vector< string > &capDates=vector< string >(), const vector< double > &floors=vector< double >(), const vector< string > &floorDates=vector< string >(), const vector< double > &gearings=vector< double >(), const vector< string > &gearingDates=vector< string >(), bool isAveraged=false, bool nakedOption=false, bool hasSubPeriods=false, bool includeSpread=false, QuantLib::Period lookback=0 *Days, const Size rateCutoff=Null< Size >(), bool localCapFloor=false, const QuantLib::ext::optional< Period > &lastRecentPeriod=QuantLib::ext::nullopt, const std::string &lastRecentPeriodCalendar=std::string(), bool telescopicValueDates=false, const std::map< QuantLib::Date, double > &historicalFixings={}, const string &frontStubShortIndex=std::string(), const string &frontStubLongIndex=std::string(), const string &frontStubRoundingType=std::string(), const string &frontStubRoundingPrecision=std::string(), const string &backStubShortIndex=std::string(), const string &backStubLongIndex=std::string(), const string &backStubRoundingType=std::string(), const string &backStubRoundingPrecision=std::string(), bool stubUseOriginalCurve=false) | FloatingLegData | |
| floorDates() const (defined in FloatingLegData) | FloatingLegData | |
| floorDates() (defined in FloatingLegData) | FloatingLegData | |
| floors() const (defined in FloatingLegData) | FloatingLegData | |
| floors() (defined in FloatingLegData) | FloatingLegData | |
| fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
| fromXML(XMLNode *node) override (defined in FloatingLegData) | FloatingLegData | virtual |
| fromXMLString(const std::string &xml) | XMLSerializable | |
| frontStubLongIndex() const (defined in FloatingLegData) | FloatingLegData | |
| frontStubRoundingPrecision() const (defined in FloatingLegData) | FloatingLegData | |
| frontStubRoundingType() const (defined in FloatingLegData) | FloatingLegData | |
| frontStubShortIndex() const (defined in FloatingLegData) | FloatingLegData | |
| gearingDates() const (defined in FloatingLegData) | FloatingLegData | |
| gearings() const (defined in FloatingLegData) | FloatingLegData | |
| hasSubPeriods() const (defined in FloatingLegData) | FloatingLegData | |
| historicalFixings() const (defined in FloatingLegData) | FloatingLegData | |
| includeSpread() const (defined in FloatingLegData) | FloatingLegData | |
| index() const (defined in FloatingLegData) | FloatingLegData | |
| indices() const (defined in LegAdditionalData) | LegAdditionalData | |
| indices_ | LegAdditionalData | protected |
| isAveraged() const (defined in FloatingLegData) | FloatingLegData | |
| isInArrears() const (defined in FloatingLegData) | FloatingLegData | |
| isSimmPlainVanillaIrLeg() const | LegAdditionalData | |
| lastRecentPeriod() const (defined in FloatingLegData) | FloatingLegData | |
| lastRecentPeriodCalendar() const (defined in FloatingLegData) | FloatingLegData | |
| LegAdditionalData(const LegType &legType, const string &legNodeName, bool isSimmPlainVanillaIrLeg) (defined in LegAdditionalData) | LegAdditionalData | |
| LegAdditionalData(const LegType &legType, bool isSimmPlainVanillaIrLeg) (defined in LegAdditionalData) | LegAdditionalData | |
| LegAdditionalData(const string &, const char *)=delete (defined in LegAdditionalData) | LegAdditionalData | |
| legNodeName() const (defined in LegAdditionalData) | LegAdditionalData | |
| legType() const (defined in LegAdditionalData) | LegAdditionalData | |
| localCapFloor() const (defined in FloatingLegData) | FloatingLegData | |
| localCapFloor() (defined in FloatingLegData) | FloatingLegData | |
| lookback() const (defined in FloatingLegData) | FloatingLegData | |
| nakedOption() const (defined in FloatingLegData) | FloatingLegData | |
| nakedOption() (defined in FloatingLegData) | FloatingLegData | |
| rateCutoff() const (defined in FloatingLegData) | FloatingLegData | |
| resetSchedule() const (defined in FloatingLegData) | FloatingLegData | |
| spreadDates() const (defined in FloatingLegData) | FloatingLegData | |
| spreads() const (defined in FloatingLegData) | FloatingLegData | |
| stubUseOriginalCurve() const (defined in FloatingLegData) | FloatingLegData | |
| telescopicValueDates() const (defined in FloatingLegData) | FloatingLegData | |
| telescopicValueDates() (defined in FloatingLegData) | FloatingLegData | |
| toFile(const std::string &filename) const (defined in XMLSerializable) | XMLSerializable | |
| toXML(XMLDocument &doc) const override (defined in FloatingLegData) | FloatingLegData | virtual |
| toXMLString() const | XMLSerializable | |
| toXMLStringUnformatted() const (defined in XMLSerializable) | XMLSerializable | |
| ~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |