QuantLib: Member List

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

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FloatFloatSwaption Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected
calculate() const | Instrument | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
calibrationBasket(boost::shared_ptr< SwapIndex > standardSwapBase, boost::shared_ptr< SwaptionVolatilityStructure > swaptionVolatility, const BasketGeneratingEngine::CalibrationBasketType basketType=BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const (defined in FloatFloatSwaption) | FloatFloatSwaption |
Call enum value (defined in Option) | Option |
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected
exercise() (defined in Option) | Option |
exercise_ (defined in Option) | Option | protected
fetchResults(const PricingEngine::results *) const | Instrument | virtual
FloatFloatSwaption(const boost::shared_ptr< FloatFloatSwap > &swap, const boost::shared_ptr< Exercise > &exercise) (defined in FloatFloatSwaption) | FloatFloatSwaption |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | FloatFloatSwaption | virtual
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) | Option | related
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
Option(const boost::shared_ptr< Payoff > &payoff, const boost::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 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 | FloatFloatSwaption | virtual
setupExpired() const | Instrument | protectedvirtual
Type enum name (defined in Option) | Option |
type() const (defined in FloatFloatSwaption) | FloatFloatSwaption |
underlyingSwap() const (defined in FloatFloatSwaption) | FloatFloatSwaption |
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