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

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

attachmentAmount() const Basket
attachmentRatio() const Basket
Basket() (defined in Basket)Basket
Basket(const Date &refDate, const std::vector< std::string > &names, const std::vector< Real > &notionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0, const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(new FaceValueClaim()))Basket
basketNotional() const Basket
calculate() const LazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
claim() const Basket
computeBasket() const (defined in Basket)Basket
cumulatedLoss() const Basket
cumulatedLoss(const Date &) const (defined in Basket)Basket
defaultCorrelation(const Date &d, Size iName, Size jName) const (defined in Basket)Basket
defaultKeys() const Basket
densityTrancheLoss(const Date &d, Real lossFraction) const (defined in Basket)Basket
detachmentAmount() const Basket
detachmentRatio() const Basket
expectedShortfall(const Date &d, Probability prob) const Basket
expectedTrancheLoss(const Date &d) const (defined in Basket)Basket
exposure(const std::string &name, const Date &=Date()) const Basket
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
liveList() const Basket
liveList(const Date &) const (defined in Basket)Basket
lossDistribution(const Date &) const Basket
names() const Basket
notifyObservers()Observable
notional()Basket
notionals() const Basket
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
percentile(const Date &d, Probability prob) const (defined in Basket)Basket
pool() const Basket
probabilities(const Date &d) const Basket
probAtLeastNEvents(Size n, const Date &d) const Basket
probOverLoss(const Date &d, Real lossFraction) const Basket
probsBeingNthEvent(Size n, const Date &d) const Basket
recalculate()LazyObject
recoveryRate(const Date &d, Size iName) const Basket
refDate() const Basket
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
remainingAttachmentAmount() const Basket
remainingAttachmentAmount(const Date &endDate) const (defined in Basket)Basket
remainingDefaultKeys() const Basket
remainingDefaultKeys(const Date &) const (defined in Basket)Basket
remainingDetachmentAmount() const Basket
remainingDetachmentAmount(const Date &endDate) const (defined in Basket)Basket
remainingNames() const Basket
remainingNames(const Date &) const (defined in Basket)Basket
remainingNotional() const Basket
remainingNotional(const Date &) const (defined in Basket)Basket
remainingNotionals() const Basket
remainingNotionals(const Date &) const (defined in Basket)Basket
remainingProbabilities(const Date &d) const Basket
remainingSize() const Basket
remainingSize(const Date &) const (defined in Basket)Basket
remainingTrancheNotional() const Basket
remainingTrancheNotional(const Date &endDate) const Basket
set_type typedef (defined in Observer)Observer
setLossModel(const boost::shared_ptr< DefaultLossModel > &lossModel)Basket
settledLoss() const Basket
settledLoss(const Date &) const (defined in Basket)Basket
size() const Basket
splitVaRLevel(const Date &date, Real loss) const (defined in Basket)Basket
trancheNotional() const Basket
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()Basketvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual