QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
NthToDefault
NthToDefault Member List
This is the complete list of members for
NthToDefault
, including all inherited members.
additionalResults
() const
Instrument
additionalResults_
Instrument
mutable
protected
alwaysForward_
LazyObject
protected
alwaysForwardNotifications
()
LazyObject
basket
() const
NthToDefault
basket_
NthToDefault
private
basketSize
() const
NthToDefault
calculate
() const override
Instrument
protected
virtual
calculated_
LazyObject
mutable
protected
dayCounter
() const
NthToDefault
dayCounter_
NthToDefault
private
deepUpdate
()
Observer
virtual
engine_
Instrument
protected
errorEstimate
() const
NthToDefault
errorEstimate_
NthToDefault
mutable
private
fairPremium
() const
NthToDefault
fairPremium_
NthToDefault
mutable
private
fetchResults
(const PricingEngine::results *) const override
NthToDefault
virtual
forwardFirstNotificationOnly
()
LazyObject
freeze
()
LazyObject
frozen_
LazyObject
protected
Instrument
()
Instrument
isCalculated
() const
LazyObject
isExpired
() const override
NthToDefault
virtual
QuantLib::iterator
typedef
Observable
private
QuantLib::Observer::iterator
typedef
Observer
LazyObject
()
LazyObject
maturity
() const
NthToDefault
n_
NthToDefault
private
nominal
() const
NthToDefault
nominal_
NthToDefault
private
notifyObservers
()
Observable
NPV
() const
Instrument
NPV_
Instrument
mutable
protected
NthToDefault
(const ext::shared_ptr< Basket > &basket, Size n, Protection::Side side, Schedule premiumSchedule, Rate upfrontRate, Rate premiumRate, const DayCounter &dayCounter, Real nominal, bool settlePremiumAccrual)
NthToDefault
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
Instrument
protected
virtual
premium
() const
NthToDefault
premiumLeg_
NthToDefault
private
premiumLegNPV
() const
NthToDefault
premiumRate_
NthToDefault
private
premiumSchedule_
NthToDefault
private
premiumValue_
NthToDefault
mutable
private
protectionLegNPV
() const
NthToDefault
protectionValue_
NthToDefault
mutable
private
rank
() const
NthToDefault
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
settlePremiumAccrual_
NthToDefault
private
setupArguments
(PricingEngine::arguments *) const override
NthToDefault
virtual
setupExpired
() const override
NthToDefault
private
virtual
side
() const
NthToDefault
side_
NthToDefault
private
unfreeze
()
LazyObject
unregisterObserver
(Observer *)
Observable
private
unregisterWith
(const ext::shared_ptr< Observable > &)
Observer
unregisterWithAll
()
Observer
update
() override
LazyObject
virtual
updating_
LazyObject
private
upfrontPremiumValue_
NthToDefault
mutable
private
upfrontRate_
NthToDefault
private
valuationDate
() const
Instrument
valuationDate_
Instrument
mutable
protected
~LazyObject
() override=default
LazyObject
~Observable
()=default
Observable
virtual
~Observer
()
Observer
virtual
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