QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.6

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CDO Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
attachment() (defined in CDO) | CDO |
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
CDO(Real attachment, Real detachment, const std::vector< Real > &nominals, const std::vector< Handle< DefaultProbabilityTermStructure > > &basket, const Handle< OneFactorCopula > &copula, bool protectionSeller, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, Rate recoveryRate, Rate upfrontPremiumRate, const Handle< YieldTermStructure > &yieldTS, Size nBuckets, const Period &integrationStep=Period(10, Years)) | CDO |
detachment() (defined in CDO) | CDO |
engine_ (defined in Instrument) | Instrument | protected
error() const (defined in CDO) | CDO |
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
fairPremium() const (defined in CDO) | CDO |
fetchResults(const PricingEngine::results *) const | Instrument | virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | CDO | virtual
LazyObject() (defined in LazyObject) | LazyObject |
lgd() (defined in CDO) | CDO |
nominal() (defined in CDO) | CDO |
nominals() (defined in CDO) | CDO |
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 |
premiumValue() const (defined in CDO) | CDO |
protectionValue() const (defined in CDO) | CDO |
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | Instrument | virtual
size() (defined in CDO) | CDO |
unfreeze() | LazyObject |
unregisterWith(const boost::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