QuantLib: Member List

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

ArithmeticAverageOIS Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
ArithmeticAverageOIS(Type type, Real nominal, const Schedule &fixedLegSchedule, Rate fixedRate, const DayCounter &fixedDC, const ext::shared_ptr< OvernightIndex > &overnightIndex, const Schedule &overnightLegSchedule, Spread spread=0.0, Real meanReversionSpeed=0.03, Real volatility=0.00, bool byApprox=false) (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
ArithmeticAverageOIS(Type type, const std::vector< Real > &nominals, const Schedule &fixedLegSchedule, Rate fixedRate, const DayCounter &fixedDC, const ext::shared_ptr< OvernightIndex > &overnightIndex, const Schedule &overnightLegSchedule, Spread spread=0.0, Real meanReversionSpeed=0.03, Real volatility=0.00, bool byApprox=false) (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
deepUpdate() | Swap | virtual
endDiscounts(Size j) const (defined in Swap) | Swap |
endDiscounts_ (defined in Swap) | Swap | protected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | protected
fairRate() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
fairSpread() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
fetchResults(const PricingEngine::results *) const | Swap | virtual
fixedDayCount() (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
fixedLeg() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
fixedLegBPS() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
fixedLegNPV() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
fixedLegPaymentFrequency() (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
fixedRate() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Swap | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
leg(Size j) const (defined in Swap) | Swap |
legBPS(Size j) const (defined in Swap) | Swap |
legBPS_ (defined in Swap) | Swap | mutableprotected
legNPV(Size j) const (defined in Swap) | Swap |
legNPV_ (defined in Swap) | Swap | mutableprotected
legs_ (defined in Swap) | Swap | protected
maturityDate() const (defined in Swap) | Swap |
nominal() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
nominals() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | mutableprotected
npvDateDiscount() const (defined in Swap) | Swap |
npvDateDiscount_ (defined in Swap) | Swap | 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 |
overnightIndex() (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
overnightLeg() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
overnightLegBPS() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
overnightLegNPV() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
overnightLegPaymentFrequency() (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
Payer enum value (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
payer(Size j) const (defined in Swap) | Swap |
payer_ (defined in Swap) | Swap | protected
performCalculations() const | Instrument | protectedvirtual
recalculate() | LazyObject |
Receiver enum value (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
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 | Swap | virtual
setupExpired() const | Swap | protectedvirtual
spread() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
startDate() const (defined in Swap) | Swap |
startDiscounts(Size j) const (defined in Swap) | Swap |
startDiscounts_ (defined in Swap) | Swap | mutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg) | Swap |
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer) | Swap |
Swap(Size legs) | Swap | protected
Type enum name (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
type() const (defined in ArithmeticAverageOIS) | ArithmeticAverageOIS |
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