This is the complete list of members for Gaussian1dNonstandardSwaptionEngine, including all inherited members.
arguments_ (defined in GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > | mutableprotected |
BasketGeneratingEngine(const ext::shared_ptr< Gaussian1dModel > &model, const Handle< Quote > &oas, const Handle< YieldTermStructure > &discountCurve) (defined in BasketGeneratingEngine) | BasketGeneratingEngine | protected |
BasketGeneratingEngine(const Handle< Gaussian1dModel > &model, const Handle< Quote > &oas, const Handle< YieldTermStructure > &discountCurve) (defined in BasketGeneratingEngine) | BasketGeneratingEngine | protected |
calculate() const (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | virtual |
calibrationBasket(const ext::shared_ptr< Exercise > &exercise, const ext::shared_ptr< SwapIndex > &standardSwapBase, const ext::shared_ptr< SwaptionVolatilityStructure > &swaptionVolatility, CalibrationBasketType basketType=MaturityStrikeByDeltaGamma) const (defined in BasketGeneratingEngine) | BasketGeneratingEngine | |
CalibrationBasketType enum name (defined in BasketGeneratingEngine) | BasketGeneratingEngine | |
CalibrationBasketType typedef (defined in BasketGeneratingEngine) | BasketGeneratingEngine | |
deepUpdate() | Observer | virtual |
Digital enum value (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | |
Gaussian1dNonstandardSwaptionEngine(const ext::shared_ptr< Gaussian1dModel > &model, const int integrationPoints=64, const Real stddevs=7.0, const bool extrapolatePayoff=true, const bool flatPayoffExtrapolation=false, const Handle< Quote > &oas=Handle< Quote >(), const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Probabilities probabilities=None) (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | |
Gaussian1dNonstandardSwaptionEngine(const Handle< Gaussian1dModel > &model, const int integrationPoints=64, const Real stddevs=7.0, const bool extrapolatePayoff=true, const bool flatPayoffExtrapolation=false, const Handle< Quote > &oas=Handle< Quote >(), const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Probabilities probabilities=None) (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | |
GenericModelEngine(const Handle< Gaussian1dModel > &model=Handle< Gaussian1dModel >()) (defined in GenericModelEngine< Gaussian1dModel, NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericModelEngine< Gaussian1dModel, NonstandardSwaption::arguments, NonstandardSwaption::results > | explicit |
GenericModelEngine(const ext::shared_ptr< Gaussian1dModel > &model) (defined in GenericModelEngine< Gaussian1dModel, NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericModelEngine< Gaussian1dModel, NonstandardSwaption::arguments, NonstandardSwaption::results > | explicit |
getArguments() const (defined in GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > | |
getArguments() const =0 (defined in PricingEngine) | PricingEngine | pure virtual |
getResults() const (defined in GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > | |
getResults() const =0 (defined in PricingEngine) | PricingEngine | pure virtual |
initialGuess(const Date &expiry) const (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | protected |
iterator typedef (defined in Observer) | Observer | |
MaturityStrikeByDeltaGamma enum value (defined in BasketGeneratingEngine) | BasketGeneratingEngine | |
model_ (defined in GenericModelEngine< Gaussian1dModel, NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericModelEngine< Gaussian1dModel, NonstandardSwaption::arguments, NonstandardSwaption::results > | protected |
Naive enum value (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | |
None enum value (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | |
notifyObservers() | Observable | |
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 | |
Probabilities enum name (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
reset() (defined in GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > | virtual |
results_ (defined in GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results >) | GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > | mutableprotected |
set_type typedef (defined in Observer) | Observer | |
underlyingLastDate() const (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | protected |
underlyingNpv(const Date &expiry, Real y) const (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | protected |
underlyingType() const (defined in Gaussian1dNonstandardSwaptionEngine) | Gaussian1dNonstandardSwaptionEngine | protected |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | GenericEngine< NonstandardSwaption::arguments, NonstandardSwaption::results > | virtual |
~BasketGeneratingEngine() (defined in BasketGeneratingEngine) | BasketGeneratingEngine | protectedvirtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |
~PricingEngine() (defined in PricingEngine) | PricingEngine | virtual |