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Fully annotated reference manual - version 1.8.12
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IndexCdsOptionBaseEngine Member List

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

calculate() const overrideIndexCdsOptionBaseEngine
discountSwapCurrency() constIndexCdsOptionBaseEngine
discountSwapCurrency_IndexCdsOptionBaseEngineprotected
discountTradeCollateral() constIndexCdsOptionBaseEngine
discountTradeCollateral_IndexCdsOptionBaseEngineprotected
doCalc() const =0IndexCdsOptionBaseEngineprotectedpure virtual
fep() constIndexCdsOptionBaseEngineprotected
IndexCdsOptionBaseEngine(const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &probability, QuantLib::Real recovery, const Handle< YieldTermStructure > &discountSwapCurrency, const Handle< YieldTermStructure > &discountTradeCollateral, const QuantLib::Handle< QuantExt::CreditVolCurve > &volatility)IndexCdsOptionBaseEngine
IndexCdsOptionBaseEngine(const std::vector< QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > > &probabilities, const std::vector< QuantLib::Real > &recoveries, const Handle< YieldTermStructure > &discountSwapCurrency, const Handle< YieldTermStructure > &discountTradeCollateral, const QuantLib::Handle< QuantExt::CreditVolCurve > &volatility, QuantLib::Real indexRecovery=QuantLib::Null< QuantLib::Real >())IndexCdsOptionBaseEngine
indexRecovery_IndexCdsOptionBaseEngineprotected
notionals_IndexCdsOptionBaseEnginemutableprotected
probabilities() constIndexCdsOptionBaseEngine
probabilities_IndexCdsOptionBaseEngineprotected
recoveries() constIndexCdsOptionBaseEngine
recoveries_IndexCdsOptionBaseEngineprotected
registerWithMarket()IndexCdsOptionBaseEngineprotected
volatility() constIndexCdsOptionBaseEngine
volatility_IndexCdsOptionBaseEngineprotected