SwaptionHelper Member List

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

addTimesTo(std::list< Time > &times) const override	SwaptionHelper	virtual
alwaysForward_	LazyObject	protected
alwaysForwardNotifications()	LazyObject
averagingMethod_	SwaptionHelper	private
BlackCalibrationHelper(Handle< Quote > volatility, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0)	BlackCalibrationHelper
blackPrice(Volatility volatility) const override	SwaptionHelper	virtual
calculate() const	LazyObject	protectedvirtual
calculated_	LazyObject	mutableprotected
calibrationError() override	BlackCalibrationHelper	virtual
CalibrationErrorType enum name	BlackCalibrationHelper
calibrationErrorType_	BlackCalibrationHelper	private
deepUpdate()	Observer	virtual
endDate_	SwaptionHelper	private
engine_	BlackCalibrationHelper	protected
exerciseDate_	SwaptionHelper	mutableprivate
exerciseRate_	SwaptionHelper	mutableprivate
fixedLegDayCounter_	SwaptionHelper	private
fixedLegTenor_	SwaptionHelper	private
floatingLegDayCounter_	SwaptionHelper	private
forwardFirstNotificationOnly()	LazyObject
freeze()	LazyObject
frozen_	LazyObject	protected
impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const	BlackCalibrationHelper
ImpliedVolError enum value	BlackCalibrationHelper
index_	SwaptionHelper	private
isCalculated() const	LazyObject
QuantLib::iterator typedef	Observable	private
QuantLib::Observer::iterator typedef	Observer
LazyObject()	LazyObject
length_	SwaptionHelper	private
makeSwap(Schedule fixedSchedule, Schedule floatSchedule, Rate exerciseRate, Swap::Type type) const	SwaptionHelper	private
marketValue() const	BlackCalibrationHelper
marketValue_	BlackCalibrationHelper	mutableprotected
maturity_	SwaptionHelper	private
modelValue() const override	SwaptionHelper	virtual
nominal_	SwaptionHelper	private
notifyObservers()	Observable
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	SwaptionHelper	privatevirtual
PriceError enum value	BlackCalibrationHelper
recalculate()	LazyObject
registerObserver(Observer *)	Observable	private
registerWith(const ext::shared_ptr< Observable > &)	Observer
registerWithObservables(const ext::shared_ptr< Observer > &)	Observer
RelativePriceError enum value	BlackCalibrationHelper
QuantLib::set_type typedef	Observable	private
setPricingEngine(const ext::shared_ptr< PricingEngine > &engine)	BlackCalibrationHelper
settlementDays_	SwaptionHelper	private
shift_	BlackCalibrationHelper	protected
strike_	SwaptionHelper	private
swap_	SwaptionHelper	mutableprivate
swaption() const	SwaptionHelper
swaption_	SwaptionHelper	mutableprivate
SwaptionHelper(const Period &maturity, const Period &length, const Handle< Quote > &volatility, ext::shared_ptr< IborIndex > index, const Period &fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle< YieldTermStructure > termStructure, CalibrationErrorType errorType=RelativePriceError, Real strike=Null< Real >(), Real nominal=1.0, VolatilityType type=ShiftedLognormal, Real shift=0.0, Natural settlementDays=Null< Size >(), RateAveraging::Type averagingMethod=RateAveraging::Compound)	SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Period &length, const Handle< Quote > &volatility, ext::shared_ptr< IborIndex > index, const Period &fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle< YieldTermStructure > termStructure, CalibrationErrorType errorType=RelativePriceError, Real strike=Null< Real >(), Real nominal=1.0, VolatilityType type=ShiftedLognormal, Real shift=0.0, Natural settlementDays=Null< Size >(), RateAveraging::Type averagingMethod=RateAveraging::Compound)	SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Date &endDate, const Handle< Quote > &volatility, ext::shared_ptr< IborIndex > index, const Period &fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, Handle< YieldTermStructure > termStructure, CalibrationErrorType errorType=RelativePriceError, Real strike=Null< Real >(), Real nominal=1.0, VolatilityType type=ShiftedLognormal, Real shift=0.0, Natural settlementDays=Null< Size >(), RateAveraging::Type averagingMethod=RateAveraging::Compound)	SwaptionHelper
termStructure_	SwaptionHelper	private
underlying() const	SwaptionHelper
underlyingSwap() const	SwaptionHelper
unfreeze()	LazyObject
unregisterObserver(Observer *)	Observable	private
unregisterWith(const ext::shared_ptr< Observable > &)	Observer
unregisterWithAll()	Observer
update() override	LazyObject	virtual
updating_	LazyObject	private
volatility() const	BlackCalibrationHelper
volatility_	BlackCalibrationHelper	protected
volatilityType() const	BlackCalibrationHelper
volatilityType_	BlackCalibrationHelper	protected
~CalibrationHelper()=default	CalibrationHelper	virtual
~LazyObject() override=default	LazyObject
~Observable()=default	Observable	virtual
~Observer()	Observer	virtual