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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
attachment() (defined in CDO)CDO
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
CDO(Real attachment, Real detachment, const std::vector< Real > &nominals, const std::vector< Handle< DefaultProbabilityTermStructure > > &basket, const Handle< OneFactorCopula > &copula, bool protectionSeller, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, Rate recoveryRate, Rate upfrontPremiumRate, const Handle< YieldTermStructure > &yieldTS, Size nBuckets, const Period &integrationStep=Period(10, Years))CDO
detachment() (defined in CDO)CDO
engine_ (defined in Instrument)Instrumentprotected
error() const (defined in CDO)CDO
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fairPremium() const (defined in CDO)CDO
fetchResults(const PricingEngine::results *) const Instrumentvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const CDOvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
lgd() (defined in CDO)CDO
nominal() (defined in CDO)CDO
nominals() (defined in CDO)CDO
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
premiumValue() const (defined in CDO)CDO
protectionValue() const (defined in CDO)CDO
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 Instrumentvirtual
size() (defined in CDO)CDO
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