QuantLib: Member List

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

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Basket Member List

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

attachmentAmount() const | Basket |
attachmentRatio() const | Basket |
Basket() (defined in Basket) | Basket |
Basket(const Date &refDate, const std::vector< std::string > &names, const std::vector< Real > &notionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0, const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(new FaceValueClaim())) | Basket |
basketNotional() const | Basket |
calculate() const | LazyObject | protectedvirtual
calculated_ (defined in LazyObject) | LazyObject | mutableprotected
claim() const | Basket |
computeBasket() const (defined in Basket) | Basket |
cumulatedLoss() const | Basket |
cumulatedLoss(const Date &) const (defined in Basket) | Basket |
defaultCorrelation(const Date &d, Size iName, Size jName) const (defined in Basket) | Basket |
defaultKeys() const | Basket |
densityTrancheLoss(const Date &d, Real lossFraction) const (defined in Basket) | Basket |
detachmentAmount() const | Basket |
detachmentRatio() const | Basket |
expectedShortfall(const Date &d, Probability prob) const | Basket |
expectedTrancheLoss(const Date &d) const (defined in Basket) | Basket |
exposure(const std::string &name, const Date &=Date()) const | Basket |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected
LazyObject() (defined in LazyObject) | LazyObject |
liveList() const | Basket |
liveList(const Date &) const (defined in Basket) | Basket |
lossDistribution(const Date &) const | Basket |
names() const | Basket |
notifyObservers() | Observable |
notional() | Basket |
notionals() const | Basket |
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 |
percentile(const Date &d, Probability prob) const (defined in Basket) | Basket |
pool() const | Basket |
probabilities(const Date &d) const | Basket |
probAtLeastNEvents(Size n, const Date &d) const | Basket |
probOverLoss(const Date &d, Real lossFraction) const | Basket |
probsBeingNthEvent(Size n, const Date &d) const | Basket |
recalculate() | LazyObject |
recoveryRate(const Date &d, Size iName) const | Basket |
refDate() const | Basket |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
remainingAttachmentAmount() const | Basket |
remainingAttachmentAmount(const Date &endDate) const (defined in Basket) | Basket |
remainingDefaultKeys() const | Basket |
remainingDefaultKeys(const Date &) const (defined in Basket) | Basket |
remainingDetachmentAmount() const | Basket |
remainingDetachmentAmount(const Date &endDate) const (defined in Basket) | Basket |
remainingNames() const | Basket |
remainingNames(const Date &) const (defined in Basket) | Basket |
remainingNotional() const | Basket |
remainingNotional(const Date &) const (defined in Basket) | Basket |
remainingNotionals() const | Basket |
remainingNotionals(const Date &) const (defined in Basket) | Basket |
remainingProbabilities(const Date &d) const | Basket |
remainingSize() const | Basket |
remainingSize(const Date &) const (defined in Basket) | Basket |
remainingTrancheNotional() const | Basket |
remainingTrancheNotional(const Date &endDate) const | Basket |
setLossModel(const boost::shared_ptr< DefaultLossModel > &lossModel) | Basket |
settledLoss() const | Basket |
settledLoss(const Date &) const (defined in Basket) | Basket |
size() const | Basket |
splitVaRLevel(const Date &date, Real loss) const (defined in Basket) | Basket |
trancheNotional() const | Basket |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | Basket | virtual
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual