Fully annotated reference manual - version 1.8.12
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analytics
CollateralAccount
CollateralAccount Member List
This is the complete list of members for
CollateralAccount
, including all inherited members.
accountBalance
() const
CollateralAccount
accountBalance
(const Date &date) const
CollateralAccount
accountBalances_
CollateralAccount
private
accountDates_
CollateralAccount
private
balance_t0
() const
CollateralAccount
balance_t0_
CollateralAccount
private
balanceDate
() const
CollateralAccount
closeAccount
(const Date &closeDate)
CollateralAccount
CollateralAccount
()
CollateralAccount
CollateralAccount
(const QuantLib::ext::shared_ptr< NettingSetDefinition > &csaDef, const Date &date_t0)
CollateralAccount
CollateralAccount
(const QuantLib::ext::shared_ptr< NettingSetDefinition > &csaDef, const Real &balance_t0, const Date &date_t0)
CollateralAccount
csaDef
() const
CollateralAccount
csaDef_
CollateralAccount
private
marginCalls_
CollateralAccount
private
outstandingMarginAmount
(const Date &simulationDate) const
CollateralAccount
updateAccountBalance
(const Date &simulationDate, const Real &annualisedZeroRate=0.0)
CollateralAccount
updateMarginCall
(const MarginCall &newMarginCall)
CollateralAccount
updateMarginCall
(const Real &marginFlowAmount, const Date &marginPayDate, const Date &marginRequestDate)
CollateralAccount
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