Fully annotated reference manual - version 1.8.12
This is the complete list of members for CdsOptionHelper, including all inherited members.
| addTimesTo(std::list< Time > ×) const override | CdsOptionHelper | virtual |
| blackEngine_ | CdsOptionHelper | private |
| blackPrice(Volatility volatility) const override | CdsOptionHelper | virtual |
| blackVol_ | CdsOptionHelper | private |
| cds_ | CdsOptionHelper | private |
| CdsOptionHelper(const Date &exerciseDate, const Handle< Quote > &volatility, const Protection::Side side, const Schedule &schedule, const BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const Handle< DefaultProbabilityTermStructure > &probability, const Real recoveryRate, const Handle< YieldTermStructure > &termStructure, const Rate spread=Null< Rate >(), const Rate upfront=Null< Rate >(), const bool settlesAccrual=true, const CreditDefaultSwap::ProtectionPaymentTime proteectionPaymentTime=CreditDefaultSwap::ProtectionPaymentTime::atDefault, const Date protectionStart=Date(), const Date upfrontDate=Date(), const QuantLib::ext::shared_ptr< Claim > &claim=QuantLib::ext::shared_ptr< Claim >(), const BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError) | CdsOptionHelper | |
| modelValue() const override | CdsOptionHelper | virtual |
| option() const | CdsOptionHelper | |
| option_ | CdsOptionHelper | private |
| termStructure_ | CdsOptionHelper | private |
| underlying() const | CdsOptionHelper |
