QuantLib: Member List

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

RiskyFixedBond Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
calendar_ (defined in RiskyBond) | RiskyBond | protected
cashflows() const (defined in RiskyFixedBond) | RiskyFixedBond | virtual
ccy() const (defined in RiskyBond) | RiskyBond |
deepUpdate() | Observer | virtual
defaultTS() const (defined in RiskyBond) | RiskyBond |
effectiveDate() const (defined in RiskyFixedBond) | RiskyFixedBond | virtual
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | protected
expectedCashflows() (defined in RiskyBond) | RiskyBond |
fetchResults(const PricingEngine::results *) const | Instrument | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
Instrument() (defined in Instrument) | Instrument |
interestFlows() const (defined in RiskyFixedBond) | RiskyFixedBond | virtual
isExpired() const | RiskyBond | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate() const (defined in RiskyFixedBond) | RiskyFixedBond | virtual
name() const (defined in RiskyBond) | RiskyBond |
notifyObservers() | Observable |
notional(Date date=Date::minDate()) const (defined in RiskyFixedBond) | RiskyFixedBond | virtual
notionalFlows() const (defined in RiskyFixedBond) | RiskyFixedBond | virtual
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 | RiskyBond | protectedvirtual
recalculate() | LazyObject |
recoveryRate() const (defined in RiskyBond) | RiskyBond |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
riskfreeNPV() const (defined in RiskyBond) | RiskyBond |
RiskyBond(const std::string &name, const Currency &ccy, Real recoveryRate, const Handle< DefaultProbabilityTermStructure > &defaultTS, const Handle< YieldTermStructure > &yieldTS, Natural settlementDays=0, const Calendar &calendar=Calendar()) | RiskyBond |
RiskyFixedBond(const std::string &name, const Currency &ccy, Real recoveryRate, const Handle< DefaultProbabilityTermStructure > &defaultTS, const Schedule &schedule, Real rate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const std::vector< Real > &notionals, const Handle< YieldTermStructure > &yieldTS, Natural settlementDays=0) (defined in RiskyFixedBond) | RiskyFixedBond |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument |
settlementDays_ (defined in RiskyBond) | RiskyBond | protected
setupArguments(PricingEngine::arguments *) const | Instrument | virtual
setupExpired() const | RiskyBond | protectedvirtual
totalFutureFlows() const (defined in RiskyBond) | RiskyBond |
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
yieldTS() const (defined in RiskyBond) | RiskyBond |
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual
~RiskyBond() (defined in RiskyBond) | RiskyBond | virtual