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

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
coupon_RiskyAssetSwapmutableprivate
deepUpdate()Observervirtual
defaultTS_RiskyAssetSwapprivate
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fairSpread()RiskyAssetSwap
fetchResults(const PricingEngine::results *) constInstrumentvirtual
fixedAnnuity() constRiskyAssetSwapprivate
fixedAnnuity_RiskyAssetSwapmutableprivate
fixedDayCounter_RiskyAssetSwapprivate
fixedPayer() constRiskyAssetSwap
fixedPayer_RiskyAssetSwapprivate
fixedSchedule_RiskyAssetSwapprivate
floatAnnuity() constRiskyAssetSwap
floatAnnuity_RiskyAssetSwapmutableprivate
floatDayCounter_RiskyAssetSwapprivate
floatSchedule_RiskyAssetSwapprivate
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideRiskyAssetSwapprivatevirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
nominal() constRiskyAssetSwap
nominal_RiskyAssetSwapprivate
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
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
parCoupon() constRiskyAssetSwapprivate
parCoupon_RiskyAssetSwapmutableprivate
performCalculations() const overrideRiskyAssetSwapprivatevirtual
recalculate()LazyObject
recoveryRate_RiskyAssetSwapprivate
recoveryValue() constRiskyAssetSwapprivate
recoveryValue_RiskyAssetSwapmutableprivate
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
RiskyAssetSwap(bool fixedPayer, Real nominal, Schedule fixedSchedule, Schedule floatSchedule, DayCounter fixedDayCounter, DayCounter floatDayCounter, Rate spread, Rate recoveryRate_, Handle< YieldTermStructure > yieldTS, Handle< DefaultProbabilityTermStructure > defaultTS, Rate coupon=Null< Rate >())RiskyAssetSwap
riskyBondPrice() constRiskyAssetSwapprivate
riskyBondPrice_RiskyAssetSwapmutableprivate
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constInstrumentvirtual
setupExpired() const overrideRiskyAssetSwapprivatevirtual
spread() constRiskyAssetSwap
spread_RiskyAssetSwapprivate
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
yieldTS_RiskyAssetSwapprivate
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual