This is the complete list of members for ForwardRateAgreement, including all inherited members.
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
alwaysForward_ (defined in LazyObject) | LazyObject | protected |
alwaysForwardNotifications() | LazyObject | |
businessDayConvention() const (defined in Forward) | Forward | |
businessDayConvention_ (defined in Forward) | Forward | protected |
calculate() const | Instrument | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
calendar() const (defined in Forward) | Forward | |
calendar_ (defined in Forward) | Forward | protected |
dayCounter() const (defined in Forward) | Forward | |
dayCounter_ (defined in Forward) | Forward | protected |
deepUpdate() | Observer | virtual |
discountCurve() const | Forward | |
discountCurve_ (defined in Forward) | Forward | protected |
engine_ (defined in Instrument) | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | protected |
fetchResults(const PricingEngine::results *) const | Instrument | virtual |
fixingDate() const (defined in ForwardRateAgreement) | ForwardRateAgreement | |
Forward(const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, const ext::shared_ptr< Payoff > &payoff, const Date &valueDate, const Date &maturityDate, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Forward) | Forward | protected |
forwardRate() const | ForwardRateAgreement | |
forwardRate_ | ForwardRateAgreement | mutableprotected |
ForwardRateAgreement(const Date &valueDate, const Date &maturityDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, const ext::shared_ptr< IborIndex > &index, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), bool useIndexedCoupon=true) (defined in ForwardRateAgreement) | ForwardRateAgreement | |
forwardValue() const | Forward | virtual |
fraType_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | protected |
impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, const DayCounter &dayCounter) | Forward | |
incomeDiscountCurve() const | Forward | |
incomeDiscountCurve_ | Forward | protected |
index_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | ForwardRateAgreement | virtual |
iterator typedef (defined in Observer) | Observer | |
LazyObject() (defined in LazyObject) | LazyObject | |
maturityDate_ | Forward | protected |
notifyObservers() | Observable | |
notionalAmount_ (defined in ForwardRateAgreement) | ForwardRateAgreement | 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 | |
payoff_ (defined in Forward) | Forward | protected |
performCalculations() const | ForwardRateAgreement | protectedvirtual |
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 | |
set_type typedef (defined in Observer) | Observer | |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
settlementDate() const | ForwardRateAgreement | virtual |
settlementDays_ (defined in Forward) | Forward | protected |
setupArguments(PricingEngine::arguments *) const | Instrument | virtual |
setupExpired() const | ForwardRateAgreement | protectedvirtual |
spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) const | ForwardRateAgreement | virtual |
spotValue() const | ForwardRateAgreement | virtual |
strikeForwardRate_ | ForwardRateAgreement | protected |
underlyingIncome_ | Forward | mutableprotected |
underlyingSpotValue_ | Forward | mutableprotected |
unfreeze() | LazyObject | |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | LazyObject | virtual |
useIndexedCoupon_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
valuationDate() const | Instrument | |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
valueDate_ | Forward | protected |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |