Member List

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

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
basket() const (defined in SyntheticCDO) | SyntheticCDO |
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
error() const (defined in SyntheticCDO) | SyntheticCDO |
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
expectedTrancheLoss() const | SyntheticCDO |
fairPremium() const (defined in SyntheticCDO) | SyntheticCDO |
fairUpfrontPremium() const (defined in SyntheticCDO) | SyntheticCDO |
fetchResults(const PricingEngine::results *) const | SyntheticCDO | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
Instrument() (defined in Instrument) | Instrument |
isExpired() const | SyntheticCDO | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
notifyObservers() | Observable |
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 |
performCalculations() const | Instrument | `[protected, virtual]`
premiumLegNPV() const (defined in SyntheticCDO) | SyntheticCDO |
premiumValue() const (defined in SyntheticCDO) | SyntheticCDO |
protectionLegNPV() const (defined in SyntheticCDO) | SyntheticCDO |
protectionValue() const (defined in SyntheticCDO) | SyntheticCDO |
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
remainingNotional() const | SyntheticCDO |
result(const std::string &tag) const | Instrument |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | SyntheticCDO | `[virtual]`
SyntheticCDO(const boost::shared_ptr< Basket > basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const Handle< YieldTermStructure > &yieldTS) (defined in SyntheticCDO) | SyntheticCDO |
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]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`