QuantLib: Member List

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

CdsOption Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
atmRate() const (defined in CdsOption) | CdsOption |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
Call enum value (defined in Option) | Option |
CdsOption(const ext::shared_ptr< CreditDefaultSwap > &swap, const ext::shared_ptr< Exercise > &exercise, bool knocksOut=true) (defined in CdsOption) | CdsOption |
deepUpdate() | Observer | virtual
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | protected
exercise() (defined in Option) | Option |
exercise_ (defined in Option) | Option | protected
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
impliedVolatility(Real price, const Handle< YieldTermStructure > &termStructure, const Handle< DefaultProbabilityTermStructure > &, Real recoveryRate, Real accuracy=1.e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const (defined in CdsOption) | CdsOption |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | CdsOption | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
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 |
operator<<(std::ostream &, Option::Type) (defined in Option) | Option | related
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
Option(const ext::shared_ptr< Payoff > &payoff, const ext::shared_ptr< Exercise > &exercise) (defined in Option) | Option |
payoff() (defined in Option) | Option |
payoff_ (defined in Option) | Option | protected
performCalculations() const | Instrument | protectedvirtual
Put enum value (defined in Option) | Option |
recalculate() | LazyObject |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
riskyAnnuity() const (defined in CdsOption) | CdsOption |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | CdsOption | virtual
Type enum name (defined in Option) | Option |
underlyingSwap() const (defined in CdsOption) | CdsOption |
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