NumericHaganPricer Member List
This is the complete list of members for NumericHaganPricer, including all inherited members.
annuity_ (defined in HaganPricer)HaganPricer [protected]
capletPrice(Rate effectiveCap) const (defined in HaganPricer)HaganPricer [virtual]
capletRate(Rate effectiveCap) const (defined in HaganPricer)HaganPricer [virtual]
CmsCouponPricer(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer)CmsCouponPricer
coupon_ (defined in HaganPricer)HaganPricer [protected]
cutoffForCaplet_ (defined in HaganPricer)HaganPricer [protected]
cutoffForFloorlet_ (defined in HaganPricer)HaganPricer [protected]
discount_ (defined in HaganPricer)HaganPricer [protected]
fixingDate_ (defined in HaganPricer)HaganPricer [protected]
floorletPrice(Rate effectiveFloor) const (defined in HaganPricer)HaganPricer [virtual]
floorletRate(Rate effectiveFloor) const (defined in HaganPricer)HaganPricer [virtual]
gearing_ (defined in HaganPricer)HaganPricer [protected]
gFunction_ (defined in HaganPricer)HaganPricer [protected]
HaganPricer(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion) (defined in HaganPricer)HaganPricer [protected]
initialize(const FloatingRateCoupon &coupon) (defined in HaganPricer)HaganPricer [protected, virtual]
integrate(Real a, Real b, const ConundrumIntegrand &Integrand) const (defined in NumericHaganPricer)NumericHaganPricer
lowerLimit_ (defined in NumericHaganPricer)NumericHaganPricer
meanReversion() const (defined in HaganPricer)HaganPricer
meanReversion_ (defined in HaganPricer)HaganPricer [protected]
modelOfYieldCurve_ (defined in HaganPricer)HaganPricer [protected]
notifyObservers()Observable
NumericHaganPricer(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion, Rate lowerLimit=0.0, Rate upperLimit=1.0, Real precision=1.0e-6) (defined in NumericHaganPricer)NumericHaganPricer
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
optionletPrice(Option::Type optionType, Rate strike) const (defined in NumericHaganPricer)NumericHaganPricer [virtual]
paymentDate_ (defined in HaganPricer)HaganPricer [protected]
precision_ (defined in NumericHaganPricer)NumericHaganPricer
rateCurve_ (defined in HaganPricer)HaganPricer [protected]
refineIntegration(Real integralValue, const ConundrumIntegrand &integrand) const (defined in NumericHaganPricer)NumericHaganPricer
refiningIntegrationTolerance_ (defined in NumericHaganPricer)NumericHaganPricer
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
requiredStdDeviations_ (defined in NumericHaganPricer)NumericHaganPricer
resetUpperLimit(Real stdDeviationsForUpperLimit) const (defined in NumericHaganPricer)NumericHaganPricer
setMeanReversion(const Handle< Quote > &meanReversion) (defined in HaganPricer)HaganPricer
setSwaptionVolatility(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer)CmsCouponPricer
spread_ (defined in HaganPricer)HaganPricer [protected]
spreadLegValue_ (defined in HaganPricer)HaganPricer [protected]
stdDeviations() (defined in NumericHaganPricer)NumericHaganPricer
stdDeviationsForUpperLimit_ (defined in NumericHaganPricer)NumericHaganPricer [mutable]
swapletPrice() const (defined in NumericHaganPricer)NumericHaganPricer [virtual]
swapletRate() const (defined in HaganPricer)HaganPricer [virtual]
swapRateValue_ (defined in HaganPricer)HaganPricer [protected]
swapTenor_ (defined in HaganPricer)HaganPricer [protected]
swaptionVolatility() const (defined in CmsCouponPricer)CmsCouponPricer
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()FloatingRateCouponPricer [virtual]
upperLimit() (defined in NumericHaganPricer)NumericHaganPricer
upperLimit_ (defined in NumericHaganPricer)NumericHaganPricer [mutable]
vanillaOptionPricer_ (defined in HaganPricer)HaganPricer [protected]
~FloatingRateCouponPricer() (defined in FloatingRateCouponPricer)FloatingRateCouponPricer [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]