This is the complete list of members for SyntheticCDO, including all inherited members.
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
basket() const (defined in SyntheticCDO) | SyntheticCDO | |
calculate() const | Instrument | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
engine_ (defined in Instrument) | Instrument | protected |
error() const (defined in SyntheticCDO) | SyntheticCDO | |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected |
expectedTrancheLoss() const | SyntheticCDO | |
fairPremium() const (defined in SyntheticCDO) | SyntheticCDO | |
fairUpfrontPremium() const (defined in SyntheticCDO) | SyntheticCDO | |
fetchResults(const PricingEngine::results *) const | SyntheticCDO | virtual |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected |
implicitCorrelation(const std::vector< Real > &recoveries, const Handle< YieldTermStructure > &discountCurve, Real targetNPV=0., Real accuracy=1.0e-3) const | SyntheticCDO | |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | SyntheticCDO | virtual |
iterator typedef (defined in Observer) | Observer | |
LazyObject() (defined in LazyObject) | LazyObject | |
leverageFactor() const | SyntheticCDO | |
maturity() const | SyntheticCDO | |
notifyObservers() | Observable | |
NPV() const | Instrument | |
NPV_ (defined in Instrument) | Instrument | mutableprotected |
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 | |
performCalculations() const | Instrument | protectedvirtual |
premiumLegNPV() const (defined in SyntheticCDO) | SyntheticCDO | |
premiumValue() const (defined in SyntheticCDO) | SyntheticCDO | |
protectionLegNPV() const (defined in SyntheticCDO) | SyntheticCDO | |
protectionValue() const (defined in SyntheticCDO) | SyntheticCDO | |
recalculate() | LazyObject | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer | |
remainingNotional() const | SyntheticCDO | |
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 | SyntheticCDO | virtual |
SyntheticCDO(const boost::shared_ptr< Basket > &basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, boost::optional< Real > notional=boost::none) | SyntheticCDO | |
unfreeze() | LazyObject | |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | LazyObject | virtual |
valuationDate() const | Instrument | |
valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |