QuantLib: Member List

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

FloatingCatBond Member List

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

accruedAmount(Date d=Date()) const | Bond | virtual
additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >()) | Bond | protected
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected
alwaysForwardNotifications() | LazyObject |
Bond(Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) | Bond |
Bond(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(), const Leg &cashflows=Leg()) | Bond |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
calculateNotionalsFromCashflows() | Bond | protected
calendar() const (defined in Bond) | Bond |
calendar_ (defined in Bond) | Bond | protected
cashflows() const | Bond |
cashflows_ (defined in Bond) | Bond | protected
CatBond(Natural settlementDays, const Calendar &calendar, const Date &issueDate, boost::shared_ptr< NotionalRisk > notionalRisk) (defined in CatBond) | CatBond |
cleanPrice() const | Bond |
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
deepUpdate() | Observer | virtual
dirtyPrice() const | Bond |
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
exhaustionProbability() (defined in CatBond) | CatBond |
exhaustionProbability_ (defined in CatBond) | CatBond | mutableprotected
expectedLoss() (defined in CatBond) | CatBond |
expectedLoss_ (defined in CatBond) | CatBond | mutableprotected
fetchResults(const PricingEngine::results *) const (defined in CatBond) | CatBond | virtual
FloatingCatBond(Natural settlementDays, Real faceAmount, const Schedule &schedule, const boost::shared_ptr< IborIndex > &iborIndex, const DayCounter &accrualDayCounter, boost::shared_ptr< NotionalRisk > notionalRisk, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, Real redemption=100.0, const Date &issueDate=Date()) (defined in FloatingCatBond) | FloatingCatBond |
FloatingCatBond(Natural settlementDays, Real faceAmount, const Date &startDate, const Date &maturityDate, Frequency couponFrequency, const Calendar &calendar, const boost::shared_ptr< IborIndex > &iborIndex, const DayCounter &accrualDayCounter, boost::shared_ptr< NotionalRisk > notionalRisk, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, Real redemption=100.0, const Date &issueDate=Date(), const Date &stubDate=Date(), DateGeneration::Rule rule=DateGeneration::Backward, bool endOfMonth=false) (defined in FloatingCatBond) | FloatingCatBond |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Bond | virtual
issueDate() const (defined in Bond) | Bond |
issueDate_ (defined in Bond) | Bond | protected
isTradable(Date d=Date()) const (defined in Bond) | Bond |
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
lossProbability() (defined in CatBond) | CatBond |
lossProbability_ (defined in CatBond) | CatBond | mutableprotected
maturityDate() const (defined in Bond) | Bond |
maturityDate_ (defined in Bond) | Bond | protected
nextCashFlowDate(Date d=Date()) const (defined in Bond) | Bond |
nextCouponRate(Date d=Date()) const | Bond | virtual
notifyObservers() | Observable |
notional(Date d=Date()) const (defined in Bond) | Bond | virtual
notionalRisk_ (defined in CatBond) | CatBond | protected
notionals() const (defined in Bond) | Bond |
notionals_ (defined in Bond) | Bond | protected
notionalSchedule_ (defined in Bond) | Bond | protected
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 |
performCalculations() const | Instrument | protectedvirtual
previousCashFlowDate(Date d=Date()) const (defined in Bond) | Bond |
previousCouponRate(Date d=Date()) const | Bond |
recalculate() | LazyObject |
redemption() const | Bond |
redemptions() const | Bond |
redemptions_ (defined in Bond) | Bond | protected
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 |
setSingleRedemption(Real notional, Real redemption, const Date &date) | Bond | protected
setSingleRedemption(Real notional, const boost::shared_ptr< CashFlow > &redemption) | Bond | protected
settlementDate(Date d=Date()) const (defined in Bond) | Bond |
settlementDays() const (defined in Bond) | Bond |
settlementDays_ (defined in Bond) | Bond | protected
settlementValue() const | Bond |
settlementValue(Real cleanPrice) const | Bond |
settlementValue_ (defined in Bond) | Bond | mutableprotected
setupArguments(PricingEngine::arguments *) const (defined in CatBond) | CatBond | virtual
setupExpired() const | Bond | protectedvirtual
startDate() const (defined in Bond) | Bond |
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
yield(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const | Bond |
yield(Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const | Bond |
~CatBond(void) (defined in CatBond) | CatBond | virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual