QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

SwapRateHelper Member List This is the complete list of members for SwapRateHelper, including all inherited members. calendar_ (defined in SwapRateHelper) SwapRateHelper [protected] convention_ (defined in SwapRateHelper) SwapRateHelper [protected] discountGuess() const (defined in RateHelper) RateHelper [virtual] fixedDayCount_ (defined in SwapRateHelper) SwapRateHelper [protected] fixedFrequency_ (defined in SwapRateHelper) SwapRateHelper [protected] fixedIsAdjusted_ (defined in SwapRateHelper) SwapRateHelper [protected] floatingFrequency_ (defined in SwapRateHelper) SwapRateHelper [protected] impliedQuote() const (defined in SwapRateHelper) SwapRateHelper [virtual] maturity() const SwapRateHelper [virtual] n_ (defined in SwapRateHelper) SwapRateHelper [protected] notifyObservers() Observable Observer() (defined in Observer) Observer Observer(const Observer &) (defined in Observer) Observer operator=(const Observer &) (defined in Observer) Observer quote_ (defined in RateHelper) RateHelper [protected] quoteError() const (defined in RateHelper) RateHelper RateHelper(const RelinkableHandle< Quote > &quote) (defined in RateHelper) RateHelper RateHelper(double quote) (defined in RateHelper) RateHelper referenceQuote() const (defined in RateHelper) RateHelper registerWith(const Handle< T > &h) (defined in Observer) Observer setTermStructure(TermStructure *) SwapRateHelper [virtual] settlement_ (defined in SwapRateHelper) SwapRateHelper [protected] settlementDays_ (defined in SwapRateHelper) SwapRateHelper [protected] swap_ (defined in SwapRateHelper) SwapRateHelper [protected] SwapRateHelper(const RelinkableHandle< Quote > &rate, int n, TimeUnit units, int settlementDays, const Calendar &calendar, RollingConvention convention, int fixedFrequency, bool fixedIsAdjusted, const DayCounter &fixedDayCount, int floatingFrequency) (defined in SwapRateHelper) SwapRateHelper SwapRateHelper(double rate, int n, TimeUnit units, int settlementDays, const Calendar &calendar, RollingConvention convention, int fixedFrequency, bool fixedIsAdjusted, const DayCounter &fixedDayCount, int floatingFrequency) (defined in SwapRateHelper) SwapRateHelper termStructure_ (defined in RateHelper) RateHelper [protected] termStructureHandle_ (defined in SwapRateHelper) SwapRateHelper [protected] units_ (defined in SwapRateHelper) SwapRateHelper [protected] unregisterWith(const Handle< T > &h) (defined in Observer) Observer update() RateHelper [virtual] ~Observable() (defined in Observable) Observable [virtual] ~Observer() (defined in Observer) Observer [virtual] ~RateHelper() (defined in RateHelper) RateHelper [virtual]

---

QuantLib.org

Hosted by

Documentation generated by