QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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CallableZeroCouponBond Member List

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

accrued(Date settlement) constCallableBondprivate
accruedAmount(Date d=Date()) constBondvirtual
additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >())Bondprotected
alwaysForward_LazyObjectprotected
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 overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
calculateNotionalsFromCashflows()Bondprotected
calendar() constBond
calendar_Bondprotected
callability() constCallableBond
CallableBond(Natural settlementDays, const Date &maturityDate, const Calendar &calendar, DayCounter paymentDayCounter, Real faceAmount, const Date &issueDate=Date(), CallabilitySchedule putCallSchedule=CallabilitySchedule())CallableBondprotected
CallableZeroCouponBond(Natural settlementDays, Real faceAmount, const Calendar &calendar, const Date &maturityDate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule={})CallableZeroCouponBond
cashflows() constBond
cashflows_Bondprotected
cleanPrice() constBond
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) constBond
cleanPriceOAS(Real oas, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date())CallableBond
deepUpdate() overrideBondvirtual
dirtyPrice() constBond
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) constBond
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_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
faceAmount_CallableBondprotected
fetchResults(const PricingEngine::results *) const overrideBondprotectedvirtual
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frequency_CallableBondprotected
frozen_LazyObjectprotected
impliedVolatility(const Bond::Price &targetPrice, const Handle< YieldTermStructure > &discountCurve, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) constCallableBond
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideBondvirtual
issueDate() constBond
issueDate_Bondprotected
isTradable(Date d=Date()) constBond
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
maturityDate() constBond
maturityDate_Bondprotected
nextCashFlowDate(Date d=Date()) constBond
nextCouponRate(Date d=Date()) constBondvirtual
notifyObservers()Observable
notional(Date d=Date()) constBondvirtual
notionals() constBond
notionals_Bondprotected
notionalSchedule_Bondprotected
NPV() constInstrument
NPV_Instrumentmutableprotected
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 &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
paymentDayCounter_CallableBondprotected
performCalculations() const overrideInstrumentprotectedvirtual
previousCashFlowDate(Date d=Date()) constBond
previousCouponRate(Date d=Date()) constBond
putCallSchedule_CallableBondprotected
recalculate()LazyObject
redemption() constBond
redemptions() constBond
redemptions_Bondprotected
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setSingleRedemption(Real notional, Real redemption, const Date &date)Bondprotected
setSingleRedemption(Real notional, const ext::shared_ptr< CashFlow > &redemption)Bondprotected
settlementDate(Date d=Date()) constBond
settlementDays() constBond
settlementDays_Bondprotected
settlementValue() constBond
settlementValue(Real cleanPrice) constBond
settlementValue_Bondmutableprotected
setupArguments(PricingEngine::arguments *args) const overrideCallableBondvirtual
setupExpired() const overrideBondprotectedvirtual
startDate() constBond
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
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) constBond
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) constBond
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) constBond
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
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