QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
RendistatoCalculator
RendistatoCalculator Member List
This is the complete list of members for
RendistatoCalculator
, including all inherited members.
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
basket_
RendistatoCalculator
private
calculate
() const
LazyObject
protected
virtual
calculated_
LazyObject
mutable
protected
deepUpdate
()
Observer
virtual
discountCurve_
RendistatoCalculator
private
duration
() const
RendistatoCalculator
duration_
RendistatoCalculator
mutable
private
durations
() const
RendistatoCalculator
durations_
RendistatoCalculator
mutable
private
equivalentSwap
() const
RendistatoCalculator
equivalentSwapDuration
() const
RendistatoCalculator
equivalentSwapIndex_
RendistatoCalculator
mutable
private
equivalentSwapLength
() const
RendistatoCalculator
equivalentSwapRate
() const
RendistatoCalculator
equivalentSwapSpread
() const
RendistatoCalculator
equivalentSwapYield
() const
RendistatoCalculator
euriborIndex_
RendistatoCalculator
private
forwardFirstNotificationOnly
()
LazyObject
freeze
()
LazyObject
frozen_
LazyObject
protected
isCalculated
() const
LazyObject
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
LazyObject
()
LazyObject
notifyObservers
()
Observable
nSwaps_
RendistatoCalculator
private
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
performCalculations
() const override
RendistatoCalculator
protected
virtual
recalculate
()
LazyObject
registerObserver
(Observer *)
Observable
private
registerWith
(const ext::shared_ptr< Observable > &)
Observer
registerWithObservables
(const ext::shared_ptr< Observer > &)
Observer
RendistatoCalculator
(ext::shared_ptr< RendistatoBasket > basket, ext::shared_ptr< Euribor > euriborIndex, Handle< YieldTermStructure > discountCurve)
RendistatoCalculator
QuantLib::set_type
typedef
Observable
private
swapBondDurations_
RendistatoCalculator
mutable
private
swapBondYields_
RendistatoCalculator
mutable
private
swapDurations
() const
RendistatoCalculator
swapLengths
() const
RendistatoCalculator
swapLengths_
RendistatoCalculator
private
swapRates
() const
RendistatoCalculator
swapRates_
RendistatoCalculator
private
swaps_
RendistatoCalculator
mutable
private
swapYields
() const
RendistatoCalculator
unfreeze
()
LazyObject
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
LazyObject
virtual
updating_
LazyObject
private
yield
() const
RendistatoCalculator
yields
() const
RendistatoCalculator
yields_
RendistatoCalculator
mutable
private
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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