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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for FixedRateBondForward, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ | Instrument | mutableprotected |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| bond_ | BondForward | protected |
| BondForward(const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const ext::shared_ptr< Bond > &bond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >()) | BondForward | |
| businessDayConvention() const | Forward | |
| businessDayConvention_ | Forward | protected |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| calendar() const | Forward | |
| calendar_ | Forward | protected |
| cleanForwardPrice() const | BondForward | |
| dayCounter() const | Forward | |
| dayCounter_ | Forward | protected |
| deepUpdate() | Observer | virtual |
| discountCurve() const | Forward | |
| discountCurve_ | Forward | protected |
| engine_ | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ | Instrument | protected |
| fetchResults(const PricingEngine::results *) const | Instrument | virtual |
| FixedRateBondForward(const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const ext::shared_ptr< FixedRateBond > &fixedRateBond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >()) | FixedRateBondForward | |
| Forward(DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, ext::shared_ptr< Payoff > payoff, const Date &valueDate, const Date &maturityDate, Handle< YieldTermStructure > discountCurve=Handle< YieldTermStructure >()) | Forward | protected |
| forwardFirstNotificationOnly() | LazyObject | |
| forwardPrice() const | BondForward | |
| forwardValue() const | Forward | virtual |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, const DayCounter &dayCounter) | Forward | |
| incomeDiscountCurve() const | Forward | |
| incomeDiscountCurve_ | Forward | protected |
| Instrument() | Instrument | |
| isCalculated() const | LazyObject | |
| isExpired() const override | Forward | virtual |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| LazyObject() | LazyObject | |
| maturityDate_ | Forward | protected |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ | Instrument | mutableprotected |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| Observer()=default | Observer | |
| QuantLib::Observer::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| QuantLib::operator=(const Observable &) | Observable | |
| QuantLib::operator=(Observable &&)=delete | Observable | |
| QuantLib::Observer::operator=(const Observer &) | Observer | |
| payoff_ | Forward | protected |
| performCalculations() const override | BondForward | protectedvirtual |
| recalculate() | LazyObject | |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| result(const std::string &tag) const | Instrument | |
| QuantLib::set_type typedef | Observable | private |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| settlementDate() const | Forward | virtual |
| settlementDays_ | Forward | protected |
| setupArguments(PricingEngine::arguments *) const | Instrument | virtual |
| setupExpired() const | Instrument | protectedvirtual |
| spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) const override | BondForward | virtual |
| spotValue() const override | BondForward | virtual |
| underlyingIncome_ | Forward | mutableprotected |
| underlyingSpotValue_ | Forward | mutableprotected |
| unfreeze() | LazyObject | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | LazyObject | virtual |
| updating_ | LazyObject | private |
| valuationDate() const | Instrument | |
| valuationDate_ | Instrument | mutableprotected |
| valueDate_ | Forward | protected |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |