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

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

accruedAmount(Date d=Date()) const Bondvirtual
additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >())Bondprotected
Bond(Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg())Bond
Bond(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(), const Leg &cashflows=Leg())Bond
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calculateNotionalsFromCashflows()Bondprotected
calendar() const (defined in Bond)Bond
calendar_ (defined in Bond)Bondprotected
callability() const (defined in ConvertibleBond)ConvertibleBond
callability_ (defined in ConvertibleBond)ConvertibleBondprotected
cashflows() const Bond
cashflows_ (defined in Bond)Bondprotected
cleanPrice() const Bond
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const Bond
conversionRatio() const (defined in ConvertibleBond)ConvertibleBond
conversionRatio_ (defined in ConvertibleBond)ConvertibleBondprotected
ConvertibleBond(const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const Schedule &schedule, Real redemption) (defined in ConvertibleBond)ConvertibleBondprotected
ConvertibleFloatingRateBond(const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const boost::shared_ptr< IborIndex > &index, Natural fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100) (defined in ConvertibleFloatingRateBond)ConvertibleFloatingRateBond
creditSpread() const (defined in ConvertibleBond)ConvertibleBond
creditSpread_ (defined in ConvertibleBond)ConvertibleBondprotected
dirtyPrice() const Bond
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const Bond
dividends() const (defined in ConvertibleBond)ConvertibleBond
dividends_ (defined in ConvertibleBond)ConvertibleBondprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const Bondprotectedvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const Bondvirtual
issueDate() const (defined in Bond)Bond
issueDate_ (defined in Bond)Bondprotected
isTradable(Date d=Date()) const (defined in Bond)Bond
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in Bond)Bond
maturityDate_ (defined in Bond)Bondprotected
nextCashFlowDate(Date d=Date()) const (defined in Bond)Bond
nextCouponRate(Date d=Date()) const Bondvirtual
notifyObservers()Observable
notional(Date d=Date()) const (defined in Bond)Bondvirtual
notionals() const (defined in Bond)Bond
notionals_ (defined in Bond)Bondprotected
notionalSchedule_ (defined in Bond)Bondprotected
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
option_ (defined in ConvertibleBond)ConvertibleBondprotected
performCalculations() const ConvertibleBondprotectedvirtual
previousCashFlowDate(Date d=Date()) const (defined in Bond)Bond
previousCouponRate(Date d=Date()) const Bond
recalculate()LazyObject
redemption() const Bond
redemptions() const Bond
redemptions_ (defined in Bond)Bondprotected
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
setSingleRedemption(Real notional, Real redemption, const Date &date)Bondprotected
setSingleRedemption(Real notional, const boost::shared_ptr< CashFlow > &redemption)Bondprotected
settlementDate(Date d=Date()) const (defined in Bond)Bond
settlementDays() const (defined in Bond)Bond
settlementDays_ (defined in Bond)Bondprotected
settlementValue() const Bond
settlementValue(Real cleanPrice) const Bond
settlementValue_ (defined in Bond)Bondmutableprotected
setupArguments(PricingEngine::arguments *) const Bondprotectedvirtual
setupExpired() const Bondprotectedvirtual
startDate() const (defined in Bond)Bond
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
yield(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const Bond
yield(Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const Bond
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual