Searched refs:floatDayCount_ (Results 1 – 8 of 8) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | makecms.cpp | 59 floatDayCount_(iborIndex->dayCounter()), in MakeCms()
90 floatDayCount_(iborIndex_->dayCounter()), in MakeCms()
155 .withPaymentDayCounter(floatDayCount_) in operator ext::shared_ptr<Swap>()
172 .withPaymentDayCounter(floatDayCount_) in operator ext::shared_ptr<Swap>()
311 floatDayCount_ = dc; in withFloatingLegDayCount()
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| H A D | makevanillaswap.cpp | 59 floatDayCount_(index->dayCounter()) {} in MakeVanillaSwap()
164 floatSpread_, floatDayCount_); in operator ext::shared_ptr<VanillaSwap>()
186 iborIndex_, floatSpread_, floatDayCount_)); in operator ext::shared_ptr<VanillaSwap>()
352 floatDayCount_ = dc; in withFloatingLegDayCount()
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| H A D | cpiswap.hpp | 144 DayCounter floatDayCount_; member in QuantLib::CPISwap
199 inline const DayCounter& CPISwap::floatDayCount() const { return floatDayCount_; } in floatDayCount()
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| H A D | cpiswap.cpp | 60 spread_(spread), floatDayCount_(floatDayCount), floatSchedule_(floatSchedule), in CPISwap()
80 .withPaymentDayCounter(floatDayCount_) in CPISwap()
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| H A D | makevanillaswap.hpp | 105 DayCounter fixedDayCount_, floatDayCount_; member in QuantLib::MakeVanillaSwap
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| H A D | makecms.hpp | 112 DayCounter cmsDayCount_, floatDayCount_; member in QuantLib::MakeCms
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
| H A D | riskyassetswap.cpp | 203 floatPeriod_(floatPeriod), floatDayCount_(floatDayCount), in AssetSwapHelper()
264 floatDayCount_, in initializeDates()
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| H A D | riskyassetswap.hpp | 119 DayCounter floatDayCount_; member in QuantLib::AssetSwapHelper
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