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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 CallableFixedRateBond, 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 |
| CallableFixedRateBond(Natural settlementDays, Real faceAmount, Schedule schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule={}, const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false) | CallableFixedRateBond | |
| 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 |
