Logo
Fully annotated reference manual - version 1.8.12
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
CollateralAccount Member List

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

accountBalance() constCollateralAccount
accountBalance(const Date &date) constCollateralAccount
accountBalances_CollateralAccountprivate
accountDates_CollateralAccountprivate
balance_t0() constCollateralAccount
balance_t0_CollateralAccountprivate
balanceDate() constCollateralAccount
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() constCollateralAccount
csaDef_CollateralAccountprivate
marginCalls_CollateralAccountprivate
outstandingMarginAmount(const Date &simulationDate) constCollateralAccount
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