QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

BachelierSwaptionEngine Member List

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

arguments_ (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | mutableprotected
BachelierSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), CashAnnuityModel model=DiscountCurve) (defined in BachelierSwaptionEngine) | BachelierSwaptionEngine |
BachelierSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), CashAnnuityModel model=DiscountCurve) (defined in BachelierSwaptionEngine) | BachelierSwaptionEngine |
BachelierSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, CashAnnuityModel model=DiscountCurve) (defined in BachelierSwaptionEngine) | BachelierSwaptionEngine |
BlackStyleSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
BlackStyleSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
BlackStyleSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, CashAnnuityModel model=DiscountCurve) (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
calculate() const (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
calculate() const =0 (defined in PricingEngine) | PricingEngine | pure virtual
CashAnnuityModel enum name (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
deepUpdate() | Observer | virtual
DiscountCurve enum value (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
getArguments() const (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > |
getArguments() const =0 (defined in PricingEngine) | PricingEngine | pure virtual
getResults() const (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > |
getResults() const =0 (defined in PricingEngine) | PricingEngine | pure virtual
iterator typedef (defined in Observer) | Observer |
notifyObservers() | Observable |
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 |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
reset() (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | virtual
results_ (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | mutableprotected
set_type typedef (defined in Observer) | Observer |
SwapRate enum value (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
termStructure() (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | GenericEngine< Swaption::arguments, Swaption::results > | virtual
volatility() (defined in BlackStyleSwaptionEngine< detail::BachelierSpec >) | BlackStyleSwaptionEngine< detail::BachelierSpec > |
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~PricingEngine() (defined in PricingEngine) | PricingEngine | virtual