QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
UpfrontCdsHelper Member List

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

accept(AcyclicVisitor &) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >virtual
BootstrapHelper(const Handle< Quote > &quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
BootstrapHelper(Real quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
calendar_ (defined in CdsHelper)CdsHelperprotected
CdsHelper(const Handle< Quote > &quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true) (defined in CdsHelper)CdsHelper
CdsHelper(Rate quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true) (defined in CdsHelper)CdsHelper
dayCounter_ (defined in CdsHelper)CdsHelperprotected
discountCurve_ (defined in CdsHelper)CdsHelperprotected
earliestDate() const BootstrapHelper< TS >virtual
earliestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
evaluationDate_ (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >protected
frequency_ (defined in CdsHelper)CdsHelperprotected
impliedQuote() const (defined in UpfrontCdsHelper)UpfrontCdsHelpervirtual
initializeDates() (defined in UpfrontCdsHelper)UpfrontCdsHelpervirtual
iterator typedef (defined in Observer)Observer
latestDate() const BootstrapHelper< TS >virtual
latestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
latestRelevantDate() const BootstrapHelper< TS >virtual
latestRelevantDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
maturityDate() const BootstrapHelper< TS >virtual
maturityDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
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
operator=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
paymentConvention_ (defined in CdsHelper)CdsHelperprotected
paysAtDefaultTime_ (defined in CdsHelper)CdsHelperprotected
pillarDate() const BootstrapHelper< TS >virtual
pillarDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
probability_ (defined in CdsHelper)CdsHelperprotected
protectionStart_CdsHelperprotected
quote() const (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
quote_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
quoteError() const (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
recoveryRate_ (defined in CdsHelper)CdsHelperprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
RelativeDateBootstrapHelper(const Handle< Quote > &quote) (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >
RelativeDateBootstrapHelper(Real quote) (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >
rule_ (defined in CdsHelper)CdsHelperprotected
schedule_ (defined in CdsHelper)CdsHelperprotected
set_type typedef (defined in Observer)Observer
setTermStructure(DefaultProbabilityTermStructure *) (defined in CdsHelper)CdsHelper
QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *)BootstrapHelper< TS >virtual
settlementDays_ (defined in CdsHelper)CdsHelperprotected
settlesAccrual_ (defined in CdsHelper)CdsHelperprotected
swap_ (defined in CdsHelper)CdsHelperprotected
tenor_ (defined in CdsHelper)CdsHelperprotected
termStructure_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS >protected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()CdsHelperprotectedvirtual
UpfrontCdsHelper(const Handle< Quote > &upfront, Rate runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, Natural upfrontSettlementDays=0, bool settlesAccrual=true, bool paysAtDefaultTime=true)UpfrontCdsHelper
UpfrontCdsHelper(Rate upfront, Rate runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, Natural upfrontSettlementDays=0, bool settlesAccrual=true, bool paysAtDefaultTime=true)UpfrontCdsHelper
~BootstrapHelper() (defined in BootstrapHelper< TS >)BootstrapHelper< TS >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual