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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ForwardRateAgreement Member List

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
amount() constForwardRateAgreement
amount_ForwardRateAgreementmutableprivate
businessDayConvention() constForwardRateAgreement
businessDayConvention_ForwardRateAgreementprotected
calculate() const overrideInstrumentprotectedvirtual
calculateAmount() constForwardRateAgreementprivate
calculated_LazyObjectmutableprotected
calculateForwardRate() constForwardRateAgreementprivate
calendar() constForwardRateAgreement
calendar_ForwardRateAgreementprotected
dayCounter() constForwardRateAgreement
dayCounter_ForwardRateAgreementprotected
deepUpdate()Observervirtual
discountCurve() constForwardRateAgreement
discountCurve_ForwardRateAgreementprotected
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) constInstrumentvirtual
fixingDate() constForwardRateAgreement
forwardFirstNotificationOnly()LazyObject
forwardRate() constForwardRateAgreement
forwardRate_ForwardRateAgreementmutableprotected
ForwardRateAgreement(const Date &valueDate, const Date &maturityDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, const ext::shared_ptr< IborIndex > &index, Handle< YieldTermStructure > discountCurve={}, bool useIndexedCoupon=true)ForwardRateAgreement
ForwardRateAgreement(const Date &valueDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, const ext::shared_ptr< IborIndex > &index, Handle< YieldTermStructure > discountCurve={})ForwardRateAgreement
ForwardRateAgreement(const ext::shared_ptr< IborIndex > &index, const Date &valueDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, Handle< YieldTermStructure > discountCurve={})ForwardRateAgreement
ForwardRateAgreement(const ext::shared_ptr< IborIndex > &index, const Date &valueDate, const Date &maturityDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, Handle< YieldTermStructure > discountCurve={})ForwardRateAgreement
fraType_ForwardRateAgreementprotected
freeze()LazyObject
frozen_LazyObjectprotected
index_ForwardRateAgreementprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideForwardRateAgreementvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
maturityDate_ForwardRateAgreementprotected
notifyObservers()Observable
notionalAmount_ForwardRateAgreementprotected
NPV() constInstrument
NPV_Instrumentmutableprotected
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
performCalculations() const overrideForwardRateAgreementprotectedvirtual
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constInstrumentvirtual
setupExpired() const overrideForwardRateAgreementprotectedvirtual
strikeForwardRate_ForwardRateAgreementprotected
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
useIndexedCoupon_ForwardRateAgreementprotected
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
valueDate_ForwardRateAgreementprotected
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual