additionalResults() const | Instrument | |
additionalResults_ | Instrument | mutableprotected |
alwaysForward_ | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
atmRate(const YieldTermStructure &discountCurve) const | CapFloor | |
calculate() const override | Instrument | protectedvirtual |
calculated_ | LazyObject | mutableprotected |
Cap enum value | CapFloor | |
CapFloor(Type type, Leg floatingLeg, std::vector< Rate > capRates, std::vector< Rate > floorRates) | CapFloor | |
CapFloor(Type type, Leg floatingLeg, const std::vector< Rate > &strikes) | CapFloor | |
capRates() const | CapFloor | |
capRates_ | CapFloor | private |
Collar enum value | CapFloor | |
deepUpdate() override | CapFloor | virtual |
engine_ | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ | Instrument | protected |
fetchResults(const PricingEngine::results *) const | Instrument | virtual |
floatingLeg() const | CapFloor | |
floatingLeg_ | CapFloor | private |
Floor(const Leg &floatingLeg, const std::vector< Rate > &exerciseRates) | Floor | |
QuantLib::CapFloor::Floor enum value | CapFloor | |
floorRates() const | CapFloor | |
floorRates_ | CapFloor | private |
forwardFirstNotificationOnly() | LazyObject | |
freeze() | LazyObject | |
frozen_ | LazyObject | protected |
impliedVolatility(Real price, const Handle< YieldTermStructure > &disc, 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 | CapFloor | |
Instrument() | Instrument | |
isCalculated() const | LazyObject | |
isExpired() const override | CapFloor | virtual |
QuantLib::iterator typedef | Observable | private |
QuantLib::Observer::iterator typedef | Observer | |
lastFloatingRateCoupon() const | CapFloor | |
LazyObject() | LazyObject | |
maturityDate() const | CapFloor | |
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 |
QuantLib::operator=(const Observable &) | Observable | |
QuantLib::operator=(Observable &&)=delete | Observable | |
QuantLib::Observer::operator=(const Observer &) | Observer | |
optionlet(Size n) const | CapFloor | |
performCalculations() const override | Instrument | protectedvirtual |
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 | |
setupArguments(PricingEngine::arguments *) const override | CapFloor | virtual |
setupExpired() const | Instrument | protectedvirtual |
startDate() const | CapFloor | |
Type enum name | CapFloor | |
type() const | CapFloor | |
type_ | CapFloor | private |
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 |