QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
BMASwap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
bmaLeg() const (defined in BMASwap)BMASwap
bmaLegBPS() const (defined in BMASwap)BMASwap
bmaLegNPV() const (defined in BMASwap)BMASwap
BMASwap(Type type, Real nominal, const Schedule &liborSchedule, Rate liborFraction, Rate liborSpread, const ext::shared_ptr< IborIndex > &liborIndex, const DayCounter &liborDayCount, const Schedule &bmaSchedule, const ext::shared_ptr< BMAIndex > &bmaIndex, const DayCounter &bmaDayCount) (defined in BMASwap)BMASwap
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
deepUpdate()Swapvirtual
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fairLiborFraction() const (defined in BMASwap)BMASwap
fairLiborSpread() const (defined in BMASwap)BMASwap
fetchResults(const PricingEngine::results *) constSwapvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
Instrument() (defined in Instrument)Instrument
isExpired() constSwapvirtual
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
liborFraction() const (defined in BMASwap)BMASwap
liborLeg() const (defined in BMASwap)BMASwap
liborLegBPS() const (defined in BMASwap)BMASwap
liborLegNPV() const (defined in BMASwap)BMASwap
liborSpread() const (defined in BMASwap)BMASwap
maturityDate() const (defined in Swap)Swap
nominal() const (defined in BMASwap)BMASwap
notifyObservers()Observable
NPV() constInstrument
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(Size j) const (defined in Swap)Swap
Payer enum value (defined in BMASwap)BMASwap
payer_ (defined in Swap)Swapprotected
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in BMASwap)BMASwap
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constSwapvirtual
setupExpired() constSwapprotectedvirtual
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 BMASwap)BMASwap
type() constBMASwap
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual