This is the complete list of members for CreditDefaultSwap, including all inherited members.
accrualRebate_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
accrualRebateNPV() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
accrualRebateNPV_ (defined in CreditDefaultSwap) | CreditDefaultSwap | mutableprotected |
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
alwaysForward_ (defined in LazyObject) | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
calculate() const | Instrument | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
claim_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
conventionalSpread(Real conventionalRecovery, const Handle< YieldTermStructure > &discountCurve, const DayCounter &dayCounter, PricingModel model=Midpoint) const | CreditDefaultSwap | |
couponLegBPS() const | CreditDefaultSwap | |
couponLegBPS_ (defined in CreditDefaultSwap) | CreditDefaultSwap | mutableprotected |
couponLegNPV() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
couponLegNPV_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
coupons() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
CreditDefaultSwap(Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &protectionStart=Date(), const ext::shared_ptr< Claim > &=ext::shared_ptr< Claim >(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true) | CreditDefaultSwap | |
CreditDefaultSwap(Protection::Side side, Real notional, Rate upfront, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &protectionStart=Date(), const Date &upfrontDate=Date(), const ext::shared_ptr< Claim > &=ext::shared_ptr< Claim >(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true) | CreditDefaultSwap | |
deepUpdate() | Observer | virtual |
defaultLegNPV() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
defaultLegNPV_ (defined in CreditDefaultSwap) | CreditDefaultSwap | mutableprotected |
engine_ (defined in Instrument) | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | protected |
fairSpread() const | CreditDefaultSwap | |
fairSpread_ (defined in CreditDefaultSwap) | CreditDefaultSwap | mutableprotected |
fairUpfront() const | CreditDefaultSwap | |
fairUpfront_ (defined in CreditDefaultSwap) | CreditDefaultSwap | mutableprotected |
fetchResults(const PricingEngine::results *) const | CreditDefaultSwap | virtual |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | protected |
impliedHazardRate(Real targetNPV, const Handle< YieldTermStructure > &discountCurve, const DayCounter &dayCounter, Real recoveryRate=0.4, Real accuracy=1.0e-8, PricingModel model=Midpoint) const | CreditDefaultSwap | |
Instrument() (defined in Instrument) | Instrument | |
ISDA enum value (defined in CreditDefaultSwap) | CreditDefaultSwap | |
isExpired() const | CreditDefaultSwap | virtual |
iterator typedef (defined in Observer) | Observer | |
LazyObject() (defined in LazyObject) | LazyObject | |
leg_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
maturity_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
Midpoint enum value (defined in CreditDefaultSwap) | CreditDefaultSwap | |
notifyObservers() | Observable | |
notional() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
notional_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
NPV() const | Instrument | |
NPV_ (defined in Instrument) | Instrument | mutableprotected |
Observable() (defined in Observable) | Observable | |
Observable(const Observable &) (defined in Observable) | Observable | |
Observer() (defined in Observer) | Observer | |
Observer(const Observer &) (defined in Observer) | Observer | |
QuantLib::operator=(const Observable &) | Observable | |
operator=(const Observer &) (defined in Observer) | Observer | |
paysAtDefaultTime() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
paysAtDefaultTime_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
performCalculations() const | Instrument | protectedvirtual |
PricingModel enum name (defined in CreditDefaultSwap) | CreditDefaultSwap | |
protectionEndDate() const | CreditDefaultSwap | |
protectionStart_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
protectionStartDate() const | CreditDefaultSwap | |
rebatesAccrual() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
recalculate() | LazyObject | |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
result(const std::string &tag) const | Instrument | |
runningSpread() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
runningSpread_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
set_type typedef (defined in Observer) | Observer | |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
settlesAccrual() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
settlesAccrual_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
setupArguments(PricingEngine::arguments *) const | CreditDefaultSwap | virtual |
setupExpired() const | CreditDefaultSwap | protectedvirtual |
side() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
side_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
unfreeze() | LazyObject | |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | LazyObject | virtual |
upfront() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
upfront_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
upfrontBPS() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
upfrontBPS_ (defined in CreditDefaultSwap) | CreditDefaultSwap | mutableprotected |
upfrontNPV() const (defined in CreditDefaultSwap) | CreditDefaultSwap | |
upfrontNPV_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
upfrontPayment_ (defined in CreditDefaultSwap) | CreditDefaultSwap | protected |
valuationDate() const | Instrument | |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |