QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
CompositeInstrument
CompositeInstrument Member List
This is the complete list of members for
CompositeInstrument
, including all inherited members.
add
(const ext::shared_ptr< Instrument > &instrument, Real multiplier=1.0)
CompositeInstrument
additionalResults
() const
Instrument
additionalResults_
Instrument
mutable
protected
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
calculate
() const override
Instrument
protected
virtual
calculated_
LazyObject
mutable
protected
component
typedef
CompositeInstrument
private
components_
CompositeInstrument
private
const_iterator
typedef
CompositeInstrument
private
deepUpdate
() override
CompositeInstrument
virtual
engine_
Instrument
protected
errorEstimate
() const
Instrument
errorEstimate_
Instrument
protected
fetchResults
(const PricingEngine::results *) const
Instrument
virtual
forwardFirstNotificationOnly
()
LazyObject
freeze
()
LazyObject
frozen_
LazyObject
protected
Instrument
()
Instrument
isCalculated
() const
LazyObject
isExpired
() const override
CompositeInstrument
virtual
iterator
typedef
CompositeInstrument
private
LazyObject
()
LazyObject
notifyObservers
()
Observable
NPV
() const
Instrument
NPV_
Instrument
mutable
protected
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
CompositeInstrument
protected
virtual
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
Instrument
virtual
setupExpired
() const
Instrument
protected
virtual
subtract
(const ext::shared_ptr< Instrument > &instrument, Real multiplier=1.0)
CompositeInstrument
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
mutable
protected
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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