QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for ProportionalNotionalRisk, including all inherited members.
attachement_ | ProportionalNotionalRisk | protected |
exhaustion_ | ProportionalNotionalRisk | protected |
NotionalRisk(ext::shared_ptr< EventPaymentOffset > paymentOffset) | NotionalRisk | explicit |
paymentOffset_ | NotionalRisk | protected |
ProportionalNotionalRisk(const ext::shared_ptr< EventPaymentOffset > &paymentOffset, Real attachement, Real exhaustion) | ProportionalNotionalRisk | |
updatePath(const std::vector< std::pair< Date, Real > > &events, NotionalPath &path) const override | ProportionalNotionalRisk | virtual |
~NotionalRisk()=default | NotionalRisk | virtual |