QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for CallableBond, including all inherited members.
accrued(Date settlement) const | CallableBond | private |
accruedAmount(Date d=Date()) const | Bond | virtual |
additionalResults() const | Instrument | |
additionalResults_ | Instrument | mutableprotected |
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >()) | Bond | protected |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
Bond(Natural settlementDays, Calendar calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) | Bond | |
Bond(Natural settlementDays, Calendar calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(), const Leg &cashflows=Leg()) | Bond | |
calculate() const override | Instrument | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
calculateNotionalsFromCashflows() | Bond | protected |
calendar() const | Bond | |
calendar_ | Bond | protected |
callability() const | CallableBond | |
CallableBond(Natural settlementDays, const Date &maturityDate, const Calendar &calendar, DayCounter paymentDayCounter, Real faceAmount, const Date &issueDate=Date(), CallabilitySchedule putCallSchedule=CallabilitySchedule()) | CallableBond | protected |
cashflows() const | Bond | |
cashflows_ | Bond | protected |
cleanPrice() const | Bond | |
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond | |
cleanPriceOAS(Real oas, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | CallableBond | |
deepUpdate() override | Bond | virtual |
dirtyPrice() const | Bond | |
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond | |
effectiveConvexity(Real oas, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Real bump=2e-4) | CallableBond | |
effectiveDuration(Real oas, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Real bump=2e-4) | CallableBond | |
engine_ | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ | Instrument | protected |
faceAmount_ | CallableBond | protected |
fetchResults(const PricingEngine::results *) const override | Bond | protectedvirtual |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frequency_ | CallableBond | protected |
frozen_ | LazyObject | protected |
impliedVolatility(const Bond::Price &targetPrice, const Handle< YieldTermStructure > &discountCurve, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const | CallableBond | |
Instrument() | Instrument | |
isCalculated() const | LazyObject | |
isExpired() const override | Bond | virtual |
issueDate() const | Bond | |
issueDate_ | Bond | protected |
isTradable(Date d=Date()) const | Bond | |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
LazyObject() | LazyObject | |
maturityDate() const | Bond | |
maturityDate_ | Bond | protected |
nextCashFlowDate(Date d=Date()) const | Bond | |
nextCouponRate(Date d=Date()) const | Bond | virtual |
notifyObservers() | Observable | |
notional(Date d=Date()) const | Bond | virtual |
notionals() const | Bond | |
notionals_ | Bond | protected |
notionalSchedule_ | Bond | protected |
NPV() const | Instrument | |
NPV_ | Instrument | mutableprotected |
OAS(Real cleanPrice, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CallableBond | |
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 | |
paymentDayCounter_ | CallableBond | protected |
performCalculations() const override | Instrument | protectedvirtual |
previousCashFlowDate(Date d=Date()) const | Bond | |
previousCouponRate(Date d=Date()) const | Bond | |
putCallSchedule_ | CallableBond | protected |
recalculate() | LazyObject | |
redemption() const | Bond | |
redemptions() const | Bond | |
redemptions_ | Bond | protected |
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 | |
setSingleRedemption(Real notional, Real redemption, const Date &date) | Bond | protected |
setSingleRedemption(Real notional, const ext::shared_ptr< CashFlow > &redemption) | Bond | protected |
settlementDate(Date d=Date()) const | Bond | |
settlementDays() const | Bond | |
settlementDays_ | Bond | protected |
settlementValue() const | Bond | |
settlementValue(Real cleanPrice) const | Bond | |
settlementValue_ | Bond | mutableprotected |
setupArguments(PricingEngine::arguments *args) const override | CallableBond | virtual |
setupExpired() const override | Bond | protectedvirtual |
startDate() const | Bond | |
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 |
yield(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) const | Bond | |
yield(Real price, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) const | Bond | |
yield(Bond::Price price, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05) const | Bond | |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |