This is the complete list of members for CallableBond, including all inherited members.
accruedAmount(Date d=Date()) const | Bond | virtual |
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >()) | Bond | protected |
alwaysForward_ (defined in LazyObject) | LazyObject | mutableprotected |
alwaysForwardNotifications() | LazyObject | |
blackDiscountCurve_ | CallableBond | mutableprotected |
blackEngine_ | CallableBond | mutableprotected |
blackVolQuote_ | CallableBond | mutableprotected |
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 | Instrument | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
calculateNotionalsFromCashflows() | Bond | protected |
calendar() const (defined in Bond) | Bond | |
calendar_ (defined in Bond) | Bond | protected |
callability() const | CallableBond | |
CallableBond(Natural settlementDays, const Schedule &schedule, const DayCounter &paymentDayCounter, const Date &issueDate=Date(), const CallabilitySchedule &putCallSchedule=CallabilitySchedule()) (defined in CallableBond) | CallableBond | protected |
cashflows() const | Bond | |
cashflows_ (defined in Bond) | Bond | protected |
cleanPrice() const | Bond | |
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond | |
cleanPriceOAS(Real oas, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date()) | CallableBond | |
deepUpdate() | Observer | virtual |
dirtyPrice() const | Bond | |
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond | |
effectiveConvexity(Real oas, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Real bump=2e-4) | CallableBond | |
effectiveDuration(Real oas, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Real bump=2e-4) | CallableBond | |
engine_ (defined in Instrument) | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | mutableprotected |
fetchResults(const PricingEngine::results *) const | Bond | protectedvirtual |
freeze() | LazyObject | |
frequency_ (defined in CallableBond) | CallableBond | protected |
frozen_ (defined in LazyObject) | LazyObject | mutableprotected |
impliedVolatility(Real targetValue, const Handle< YieldTermStructure > &discountCurve, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const | CallableBond | |
ImpliedVolHelper (defined in CallableBond) | CallableBond | friend |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | Bond | virtual |
issueDate() const (defined in Bond) | Bond | |
issueDate_ (defined in Bond) | Bond | protected |
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) | Bond | protected |
nextCashFlowDate(Date d=Date()) const (defined in Bond) | Bond | |
nextCouponRate(Date d=Date()) const | Bond | virtual |
notifyObservers() | Observable | |
notional(Date d=Date()) const (defined in Bond) | Bond | virtual |
notionals() const (defined in Bond) | Bond | |
notionals_ (defined in Bond) | Bond | protected |
notionalSchedule_ (defined in Bond) | Bond | protected |
NPV() const | Instrument | |
NPV_ (defined in Instrument) | Instrument | mutableprotected |
NPVSpreadHelper (defined in CallableBond) | CallableBond | friend |
OAS(Real cleanPrice, const Handle< YieldTermStructure > &engineTS, const DayCounter &dayCounter, Compounding compounding, Frequency frequency, Date settlementDate=Date(), Real accuracy=1.0e-10, Size maxIterations=100, Rate guess=0.0) | CallableBond | |
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 | |
paymentDayCounter_ (defined in CallableBond) | CallableBond | protected |
performCalculations() const | Instrument | protectedvirtual |
previousCashFlowDate(Date d=Date()) const (defined in Bond) | Bond | |
previousCouponRate(Date d=Date()) const | Bond | |
putCallSchedule_ (defined in CallableBond) | CallableBond | protected |
recalculate() | LazyObject | |
redemption() const | Bond | |
redemptions() const | Bond | |
redemptions_ (defined in Bond) | Bond | protected |
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) | Bond | protected |
setSingleRedemption(Real notional, const boost::shared_ptr< CashFlow > &redemption) | Bond | protected |
settlementDate(Date d=Date()) const (defined in Bond) | Bond | |
settlementDays() const (defined in Bond) | Bond | |
settlementDays_ (defined in Bond) | Bond | protected |
settlementValue() const | Bond | |
settlementValue(Real cleanPrice) const | Bond | |
settlementValue_ (defined in Bond) | Bond | mutableprotected |
setupArguments(PricingEngine::arguments *) const | CallableBond | virtual |
setupExpired() const | Bond | protectedvirtual |
startDate() const (defined in Bond) | Bond | |
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 |
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) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |