SyntheticCDO Member List

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

accrualRebate_	SyntheticCDO	private
accrualRebateCurrent_	SyntheticCDO	private
basket() const	SyntheticCDO
basket_	SyntheticCDO	private
dayCounter_	SyntheticCDO	private
error() const	SyntheticCDO
error_	SyntheticCDO	mutableprivate
expectedTrancheLoss() const	SyntheticCDO
expectedTrancheLoss_	SyntheticCDO	mutableprivate
fairPremium() const	SyntheticCDO
fairUpfrontPremium() const	SyntheticCDO
fetchResults(const PricingEngine::results *) const override	SyntheticCDO
implicitCorrelation(const std::vector< Real > &recoveries, const Handle< YieldTermStructure > &discountCurve, Real targetNPV=0., Real accuracy=1.0e-3) const	SyntheticCDO
isExpired() const override	SyntheticCDO
leverageFactor() const	SyntheticCDO
leverageFactor_	SyntheticCDO	private
maturity() const	SyntheticCDO
normalizedLeg_	SyntheticCDO	private
paymentConvention_	SyntheticCDO	private
premiumLegNPV() const	SyntheticCDO
premiumValue() const	SyntheticCDO
premiumValue_	SyntheticCDO	mutableprivate
protectionLegNPV() const	SyntheticCDO
protectionPaymentTime_	SyntheticCDO	private
protectionStart_	SyntheticCDO	private
protectionValue() const	SyntheticCDO
protectionValue_	SyntheticCDO	mutableprivate
recoveryRate() const	SyntheticCDO
recoveryRate_	SyntheticCDO	private
remainingNotional() const	SyntheticCDO
remainingNotional_	SyntheticCDO	mutableprivate
runningRate_	SyntheticCDO	private
settlesAccrual_	SyntheticCDO	private
setupArguments(PricingEngine::arguments *) const override	SyntheticCDO
setupExpired() const override	SyntheticCDO	private
side_	SyntheticCDO	private
SyntheticCDO(const QuantLib::ext::shared_ptr< QuantExt::Basket > &basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, bool settlesAccrual=true, const QuantLib::CreditDefaultSwap::ProtectionPaymentTime protectionPaymentTime=QuantLib::CreditDefaultSwap::ProtectionPaymentTime::atDefault, Date protectionStart=Date(), Date upfrontDate=Date(), boost::optional< Real > notional=boost::none, Real recoveryRate=Null< Real >(), const DayCounter &lastPeriodDayCounter=DayCounter())	SyntheticCDO
upfrontDate_	SyntheticCDO	private
upfrontPayment_	SyntheticCDO	private
upfrontPremiumValue_	SyntheticCDO	mutableprivate
upfrontRate_	SyntheticCDO	private