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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
atmRate(const YieldTermStructure &discountCurve) const (defined in CapFloor)CapFloor
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Cap(const Leg &floatingLeg, const std::vector< Rate > &exerciseRates) (defined in Cap)Cap
Cap enum value (defined in CapFloor)CapFloor
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) (defined in CapFloor)CapFloor
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &strikes) (defined in CapFloor)CapFloor
capRates() const (defined in CapFloor)CapFloor
Collar enum value (defined in CapFloor)CapFloor
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const Instrumentvirtual
floatingLeg() const (defined in CapFloor)CapFloor
Floor enum value (defined in CapFloor)CapFloor
floorRates() const (defined in CapFloor)CapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real price, const Handle< YieldTermStructure > &disc, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0, Real displacement=0.0) const CapFloor
Instrument() (defined in Instrument)Instrument
isExpired() const CapFloorvirtual
iterator typedef (defined in Observer)Observer
lastFloatingRateCoupon() const (defined in CapFloor)CapFloor
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in CapFloor)CapFloor
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
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
optionlet(const Size n) const CapFloor
performCalculations() const Instrumentprotectedvirtual
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) const Instrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const CapFloorvirtual
setupExpired() const Instrumentprotectedvirtual
startDate() const (defined in CapFloor)CapFloor
Type enum name (defined in CapFloor)CapFloor
type() const (defined in CapFloor)CapFloor
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual