QuantLibAddin::Swap Class Reference

#include <qlo/swap.hpp>

Inheritance diagram for QuantLibAddin::Swap:

Collaboration diagram for QuantLibAddin::Swap:

Public Member Functions
	Swap (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< boost::shared_ptr< Leg > > &legPtrs, const std::vector< bool > &payer, bool permanent)
	Swap (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Leg > &legs, const std::vector< bool > &payer, bool permanent)
	Swap (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Period &swapTenor, const boost::shared_ptr< QuantLib::SwapIndex > &swapIndex, const boost::shared_ptr< QuantLib::IborIndex > &iborIndex, QuantLib::Spread iborSpread, const QuantLib::Period &forwardStart, const boost::shared_ptr< QuantLib::CmsCouponPricer > &pricer, bool permanent)
std::vector< std::vector< ObjectHandler::property_t > >	legAnalysis (QuantLib::Size i, const QuantLib::Date &d)
Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Protected Member Functions
	OH_OBJ_CTOR (Swap, Instrument)

Constructor & Destructor Documentation

Swap() [1/3]

QuantLibAddin::Swap::Swap	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< boost::shared_ptr< Leg > > &	legPtrs,
		const std::vector< bool > &	payer,
		bool	permanent
	)

Swap() [2/3]

QuantLibAddin::Swap::Swap	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Leg > &	legs,
		const std::vector< bool > &	payer,
		bool	permanent
	)

Swap() [3/3]

QuantLibAddin::Swap::Swap	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Period &	swapTenor,
		const boost::shared_ptr< QuantLib::SwapIndex > &	swapIndex,
		const boost::shared_ptr< QuantLib::IborIndex > &	iborIndex,
		QuantLib::Spread	iborSpread,
		const QuantLib::Period &	forwardStart,
		const boost::shared_ptr< QuantLib::CmsCouponPricer > &	pricer,
		bool	permanent
	)

Member Function Documentation

legAnalysis()

std::vector<std::vector<ObjectHandler::property_t> > QuantLibAddin::Swap::legAnalysis	(	QuantLib::Size	i,
		const QuantLib::Date &	d
	)

OH_OBJ_CTOR()

QuantLibAddin::Swap::OH_OBJ_CTOR ( Swap  , Instrument    )

protected

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The documentation for this class was generated from the following file:

• swap.hpp