QuantLib: Member List

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

SyntheticCDO Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
basket() const (defined in SyntheticCDO) | SyntheticCDO |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
deepUpdate() | Observer | virtual
engine_ (defined in Instrument) | Instrument | protected
error() const (defined in SyntheticCDO) | SyntheticCDO |
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | 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 | protected
implicitCorrelation(const std::vector< Real > &recoveries, const Handle< YieldTermStructure > &discountCurve, Real targetNPV=0., Real accuracy=1.0e-3) const | SyntheticCDO |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | SyntheticCDO | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
leverageFactor() const | SyntheticCDO |
maturity() const | SyntheticCDO |
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 |
performCalculations() const | Instrument | protectedvirtual
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 ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
remainingNotional() const | SyntheticCDO |
result(const std::string &tag) const | Instrument |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | SyntheticCDO | virtual
SyntheticCDO(const ext::shared_ptr< Basket > &basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, boost::optional< Real > notional=boost::none) | SyntheticCDO |
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual