QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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CmsMarket Member List

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

alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
bidAskSpreads_CmsMarketprivate
browse() constCmsMarket
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
CmsMarket(std::vector< Period > swapLengths, std::vector< ext::shared_ptr< SwapIndex > > swapIndexes, ext::shared_ptr< IborIndex > iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< ext::shared_ptr< CmsCouponPricer > > &pricers, Handle< YieldTermStructure > discountingTS)CmsMarket
deepUpdate()Observervirtual
discTS_CmsMarketprivate
errFwdCmsLegNPV_CmsMarketmutableprivate
errSpotCmsLegNPV_CmsMarketmutableprivate
errSpreads_CmsMarketmutableprivate
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
fwdSwaps_CmsMarketprivate
iborIndex_CmsMarketprivate
impliedCmsSpreads()CmsMarket
isCalculated() constLazyObject
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
mdlFwdCmsLegNPV_CmsMarketmutableprivate
mdlSpotCmsLegNPV_CmsMarketmutableprivate
mdlSpreads_CmsMarketmutableprivate
mktAskSpreads_CmsMarketprivate
mktBidSpreads_CmsMarketmutableprivate
mktFwdCmsLegNPV_CmsMarketmutableprivate
mktSpotCmsLegNPV_CmsMarketmutableprivate
mktSpreads_CmsMarketprivate
nExercise_CmsMarketprivate
notifyObservers()Observable
nSwapIndexes_CmsMarketprivate
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 overrideCmsMarketprivatevirtual
pricers_CmsMarketprivate
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reprice(const Handle< SwaptionVolatilityStructure > &volStructure, Real meanReversion)CmsMarket
QuantLib::set_type typedefObservableprivate
spotFloatLegBPS_CmsMarketprivate
spotFloatLegNPV_CmsMarketmutableprivate
spotSwaps_CmsMarketprivate
spreadErrors()CmsMarket
swapIndexes_CmsMarketprivate
swapLengths() constCmsMarket
swapLengths_CmsMarketprivate
swapTenors() constCmsMarket
swapTenors_CmsMarketprivate
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideCmsMarketvirtual
updating_LazyObjectprivate
weightedFwdNpvError(const Matrix &weights)CmsMarket
weightedFwdNpvErrors(const Matrix &weights)CmsMarket
weightedMean(const Matrix &var, const Matrix &weights) constCmsMarketprivate
weightedMeans(const Matrix &var, const Matrix &weights) constCmsMarketprivate
weightedSpotNpvError(const Matrix &weights)CmsMarket
weightedSpotNpvErrors(const Matrix &weights)CmsMarket
weightedSpreadError(const Matrix &weights)CmsMarket
weightedSpreadErrors(const Matrix &weights)CmsMarket
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
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