QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
DiscretizedConvertible
DiscretizedConvertible Member List
This is the complete list of members for
DiscretizedConvertible
, including all inherited members.
addCoupon
(Size)
DiscretizedConvertible
private
adjustedGrid
() const
DiscretizedConvertible
private
adjustValues
()
DiscretizedAsset
applyCallability
(Size, bool convertible)
DiscretizedConvertible
private
applyConvertibility
()
DiscretizedConvertible
private
arguments_
DiscretizedConvertible
private
callabilityTimes_
DiscretizedConvertible
private
conversionProbability
() const
DiscretizedConvertible
conversionProbability
()
DiscretizedConvertible
conversionProbability_
DiscretizedConvertible
protected
CouponAdjustment
enum name
DiscretizedAsset
protected
couponAmounts_
DiscretizedConvertible
private
couponTimes_
DiscretizedConvertible
private
creditSpread_
DiscretizedConvertible
private
DiscretizedAsset
()
DiscretizedAsset
DiscretizedConvertible
(ConvertibleBond::arguments, ext::shared_ptr< GeneralizedBlackScholesProcess > process, DividendSchedule dividends, Handle< Quote > creditSpread, const TimeGrid &grid=TimeGrid())
DiscretizedConvertible
dividendDates_
DiscretizedConvertible
private
dividends_
DiscretizedConvertible
private
dividendTimes_
DiscretizedConvertible
private
dividendValues
() const
DiscretizedConvertible
dividendValues
()
DiscretizedConvertible
dividendValues_
DiscretizedConvertible
protected
initialize
(const ext::shared_ptr< Lattice > &, Time t)
DiscretizedAsset
isOnTime
(Time t) const
DiscretizedAsset
protected
latestPostAdjustment_
DiscretizedAsset
protected
latestPreAdjustment_
DiscretizedAsset
protected
mandatoryTimes
() const override
DiscretizedConvertible
virtual
method
() const
DiscretizedAsset
method_
DiscretizedAsset
private
partialRollback
(Time to)
DiscretizedAsset
postAdjustValues
()
DiscretizedAsset
postAdjustValuesImpl
() override
DiscretizedConvertible
protected
virtual
preAdjustValues
()
DiscretizedAsset
preAdjustValuesImpl
()
DiscretizedAsset
protected
virtual
presentValue
()
DiscretizedAsset
process_
DiscretizedConvertible
private
reset
(Size size) override
DiscretizedConvertible
virtual
rollback
(Time to)
DiscretizedAsset
spreadAdjustedRate
() const
DiscretizedConvertible
spreadAdjustedRate
()
DiscretizedConvertible
spreadAdjustedRate_
DiscretizedConvertible
protected
stoppingTimes_
DiscretizedConvertible
private
time
() const
DiscretizedAsset
time
()
DiscretizedAsset
time_
DiscretizedAsset
protected
values
() const
DiscretizedAsset
values
()
DiscretizedAsset
values_
DiscretizedAsset
protected
~DiscretizedAsset
()=default
DiscretizedAsset
virtual
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