QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
RiskyAssetSwap Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
deepUpdate()Observervirtual
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fairSpread() (defined in RiskyAssetSwap)RiskyAssetSwap
fetchResults(const PricingEngine::results *) constInstrumentvirtual
fixedPayer() const (defined in RiskyAssetSwap)RiskyAssetSwap
floatAnnuity() const (defined in RiskyAssetSwap)RiskyAssetSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
Instrument() (defined in Instrument)Instrument
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
nominal() const (defined in RiskyAssetSwap)RiskyAssetSwap
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrumentmutableprotected
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
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
RiskyAssetSwap(bool fixedPayer, Real nominal, const Schedule &fixedSchedule, const Schedule &floatSchedule, const DayCounter &fixedDayCounter, const DayCounter &floatDayCounter, Rate spread, Rate recoveryRate_, const Handle< YieldTermStructure > &yieldTS, const Handle< DefaultProbabilityTermStructure > &defaultTS, Rate coupon=Null< Rate >()) (defined in RiskyAssetSwap)RiskyAssetSwap
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constInstrumentvirtual
spread() const (defined in RiskyAssetSwap)RiskyAssetSwap
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual