Member List

### A free/open-source library for quantitative finance

CallableZeroCouponBond Member List
This is the complete list of members for CallableZeroCouponBond, including all inherited members.

accruedAmount(Date d=Date()) const | Bond | `[virtual]`
additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >()) | Bond | `[protected]`
blackDiscountCurve_ | CallableBond | `[mutable, protected]`
blackEngine_ | CallableBond | `[mutable, protected]`
blackVolQuote_ | CallableBond | `[mutable, protected]`
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 | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
calculateNotionalsFromCashflows() | Bond | `[protected]`
calendar() const (defined in Bond) | Bond |
calendar_ (defined in Bond) | Bond | `[protected]`
callability() const | CallableBond |
CallableBond(Natural settlementDays, const Schedule &schedule, const DayCounter &paymentDayCounter, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) (defined in CallableBond) | CallableBond | `[protected]`
CallableFixedRateBond(Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) (defined in CallableFixedRateBond) | CallableFixedRateBond |
CallableZeroCouponBond(Natural settlementDays, Real faceAmount, const Calendar &calendar, const Date &maturityDate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) (defined in CallableZeroCouponBond) | CallableZeroCouponBond |
cashflows() const | Bond |
cashflows_ (defined in Bond) | Bond | `[protected]`
cleanPrice() const | Bond |
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
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 | `[mutable, protected]`
fetchResults(const PricingEngine::results *) const | Bond | `[protected, virtual]`
freeze() | LazyObject |
frequency_ (defined in CallableBond) | CallableBond | `[protected]`
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
impliedVolatility(Real targetValue, const Handle< YieldTermStructure > &discountCurve, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const | CallableBond |
ImpliedVolHelper (defined in CallableBond) | CallableBond | `[friend]`
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 |
LazyObject() (defined in LazyObject) | LazyObject |
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]`
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 | `[mutable, protected]`
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 |
paymentDayCounter_ (defined in CallableBond) | CallableBond | `[protected]`
performCalculations() const | Instrument | `[protected, virtual]`
previousCashFlowDate(Date d=Date()) const (defined in Bond) | Bond |
previousCouponRate(Date d=Date()) const | Bond |
putCallSchedule_ (defined in CallableBond) | CallableBond | `[protected]`
recalculate() | LazyObject |
redemption() const | Bond |
redemptions() const | Bond |
redemptions_ (defined in Bond) | Bond | `[protected]`
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
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 | `[mutable, protected]`
setupArguments(PricingEngine::arguments *args) const | CallableFixedRateBond | `[virtual]`
setupExpired() const | Bond | `[protected, virtual]`
startDate() const (defined in Bond) | Bond |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | `[mutable, protected]`
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 |
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`