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 Swaption, including all inherited members.
additionalResults() const | Instrument | |
additionalResults_ | Instrument | mutableprotected |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
calculate() const override | Instrument | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
Call enum value | Option | |
deepUpdate() override | Swaption | virtual |
engine_ | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ | Instrument | protected |
exercise() const | Option | |
exercise_ | Option | protected |
fetchResults(const PricingEngine::results *) const | Instrument | virtual |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
impliedVolatility(Real price, const Handle< YieldTermStructure > &discountCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0, VolatilityType type=ShiftedLognormal, Real displacement=0.0) const | Swaption | |
Instrument() | Instrument | |
isCalculated() const | LazyObject | |
isExpired() const override | Swaption | virtual |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
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 | |
QuantLib::set_type typedef | Observable | private |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
settlementMethod() const | Swaption | |
settlementMethod_ | Swaption | private |
settlementType() const | Swaption | |
settlementType_ | Swaption | private |
setupArguments(PricingEngine::arguments *) const override | Swaption | virtual |
setupExpired() const | Instrument | protectedvirtual |
swap_ | Swaption | private |
Swaption(ext::shared_ptr< FixedVsFloatingSwap > swap, const ext::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC) | Swaption | |
Type enum name | Option | |
type() const | Swaption | |
underlying() const | Swaption | |
underlyingSwap() const | Swaption | |
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 |
vanilla_ | Swaption | private |
~LazyObject() override=default | LazyObject | |
~Observable()=default | Observable | virtual |
~Observer() | Observer | virtual |