QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
SwaptionHelper Member List

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

addTimesTo(std::list< Time > &times) const (defined in SwaptionHelper)SwaptionHelpervirtual
blackPrice(Volatility volatility) const SwaptionHelpervirtual
calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calibrationError()CalibrationHelpervirtual
CalibrationErrorType enum name (defined in CalibrationHelper)CalibrationHelper
CalibrationHelper(const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, CalibrationErrorType calibrationErrorType=RelativePriceError) (defined in CalibrationHelper)CalibrationHelper
engine_ (defined in CalibrationHelper)CalibrationHelperprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const CalibrationHelper
ImpliedVolError enum value (defined in CalibrationHelper)CalibrationHelper
LazyObject() (defined in LazyObject)LazyObject
marketValue() const CalibrationHelper
marketValue_ (defined in CalibrationHelper)CalibrationHelpermutableprotected
modelValue() const SwaptionHelpervirtual
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
PriceError enum value (defined in CalibrationHelper)CalibrationHelper
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
RelativePriceError enum value (defined in CalibrationHelper)CalibrationHelper
setPricingEngine(const boost::shared_ptr< PricingEngine > &engine) (defined in CalibrationHelper)CalibrationHelper
swaption() const (defined in SwaptionHelper)SwaptionHelper
SwaptionHelper(const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const Real shift=0.0) (defined in SwaptionHelper)SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const Real shift=0.0) (defined in SwaptionHelper)SwaptionHelper
SwaptionHelper(const Date &exerciseDate, const Date &endDate, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const Real shift=0.0) (defined in SwaptionHelper)SwaptionHelper
termStructure_ (defined in CalibrationHelper)CalibrationHelperprotected
underlyingSwap() const (defined in SwaptionHelper)SwaptionHelper
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
volatility()CalibrationHelper
volatility_ (defined in CalibrationHelper)CalibrationHelperprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual