QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

FixedRateBondForward Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected
alwaysForwardNotifications() | LazyObject |
businessDayConvention() const (defined in Forward) | Forward |
businessDayConvention_ (defined in Forward) | Forward | protected
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
calendar() const (defined in Forward) | Forward |
calendar_ (defined in Forward) | Forward | protected
cleanForwardPrice() const | FixedRateBondForward |
dayCounter() const (defined in Forward) | Forward |
dayCounter_ (defined in Forward) | Forward | protected
deepUpdate() | Observer | virtual
discountCurve() const | Forward |
discountCurve_ (defined in Forward) | Forward | protected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
fetchResults(const PricingEngine::results *) const | Instrument | virtual
fixedCouponBond_ (defined in FixedRateBondForward) | FixedRateBondForward | protected
FixedRateBondForward(const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const boost::shared_ptr< FixedRateBond > &fixedCouponBond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >()) | FixedRateBondForward |
Forward(const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, const boost::shared_ptr< Payoff > &payoff, const Date &valueDate, const Date &maturityDate, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Forward) | Forward | protected
forwardPrice() const | FixedRateBondForward |
forwardValue() const | Forward | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter) | Forward |
incomeDiscountCurve() const | Forward |
incomeDiscountCurve_ | Forward | protected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Forward | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate_ | Forward | protected
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutableprotected
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 |
payoff_ (defined in Forward) | Forward | protected
performCalculations() const | FixedRateBondForward | protectedvirtual
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
settlementDate() const (defined in Forward) | Forward | virtual
settlementDays_ (defined in Forward) | Forward | protected
setupArguments(PricingEngine::arguments *) const | Instrument | virtual
setupExpired() const | Instrument | protectedvirtual
spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) const | FixedRateBondForward | virtual
spotValue() const | FixedRateBondForward | virtual
underlyingIncome_ | Forward | mutableprotected
underlyingSpotValue_ | Forward | mutableprotected
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected
valueDate_ | Forward | protected
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual