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

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

DigitalCmsSpreadLeg(const Schedule &schedule, const ext::shared_ptr< SwapSpreadIndex > &index) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
inArrears(bool flag=true) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
operator Leg() const (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withCallATM(bool flag=true) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withCallPayoffs(Rate payoff) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withCallPayoffs(const std::vector< Rate > &payoffs) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withCallStrikes(Rate strike) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withCallStrikes(const std::vector< Rate > &strikes) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withFixingDays(Natural fixingDays) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withFixingDays(const std::vector< Natural > &fixingDays) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withGearings(Real gearing) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withGearings(const std::vector< Real > &gearings) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withLongCallOption(Position::Type) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withLongPutOption(Position::Type) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withNakedOption(bool nakedOption=true) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withNotionals(Real notional) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withNotionals(const std::vector< Real > &notionals) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withPaymentAdjustment(BusinessDayConvention) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withPaymentDayCounter(const DayCounter &) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withPutATM(bool flag=true) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withPutPayoffs(Rate payoff) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withPutPayoffs(const std::vector< Rate > &payoffs) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withPutStrikes(Rate strike) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withPutStrikes(const std::vector< Rate > &strikes) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withReplication(const ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(new DigitalReplication)) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withSpreads(Spread spread) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg
withSpreads(const std::vector< Spread > &spreads) (defined in DigitalCmsSpreadLeg)DigitalCmsSpreadLeg