|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for CdsOption, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ | Instrument | mutableprotected |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| atmRate() const | CdsOption | |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| Call enum value | Option | |
| CdsOption(const ext::shared_ptr< CreditDefaultSwap > &swap, const ext::shared_ptr< Exercise > &exercise, bool knocksOut=true) | CdsOption | |
| deepUpdate() | Observer | virtual |
| engine_ | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ | Instrument | protected |
| exercise() const | Option | |
| exercise_ | Option | protected |
| fetchResults(const PricingEngine::results *) const override | CdsOption | privatevirtual |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| impliedVolatility(Real price, const Handle< YieldTermStructure > &termStructure, const Handle< DefaultProbabilityTermStructure > &, Real recoveryRate, Real accuracy=1.e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | CdsOption | |
| Instrument() | Instrument | |
| isCalculated() const | LazyObject | |
| isExpired() const override | CdsOption | virtual |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::Observer::iterator typedef | Observer | |
| knocksOut_ | CdsOption | private |
| LazyObject() | LazyObject | |
| 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 |
| operator<<(std::ostream &, Option::Type) | Option | related |
| QuantLib::operator=(const Observable &) | Observable | |
| QuantLib::operator=(Observable &&)=delete | Observable | |
| QuantLib::Observer::operator=(const Observer &) | Observer | |
| Option(ext::shared_ptr< Payoff > payoff, ext::shared_ptr< Exercise > exercise) | Option | |
| payoff() const | Option | |
| payoff_ | Option | protected |
| performCalculations() const override | Instrument | protectedvirtual |
| Put enum value | Option | |
| 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 | |
| riskyAnnuity() const | CdsOption | |
| riskyAnnuity_ | CdsOption | mutableprivate |
| QuantLib::set_type typedef | Observable | private |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *) const override | CdsOption | virtual |
| setupExpired() const override | CdsOption | privatevirtual |
| swap_ | CdsOption | private |
| Type enum name | Option | |
| underlyingSwap() const | CdsOption | |
| 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 |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |
