CdsOption Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
atmRate() const (defined in CdsOption)CdsOption
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Call enum value (defined in Option)Option
CdsOption(const boost::shared_ptr< CreditDefaultSwap > &swap, const boost::shared_ptr< Exercise > &exercise, bool knocksOut=true) (defined in CdsOption)CdsOption
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
exercise() (defined in Option)Option
exercise_ (defined in Option)Optionprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real price, const Handle< YieldTermStructure > &termStructure, const Handle< DefaultProbabilityTermStructure > &, Real recoveryRate, Real accuracy=1.e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const (defined in CdsOption)CdsOption
Instrument() (defined in Instrument)Instrument
isExpired() const CdsOptionvirtual
LazyObject() (defined in LazyObject)LazyObject
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
operator<<(std::ostream &, Option::Type)Optionrelated
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff() (defined in Option)Option
payoff_ (defined in Option)Optionprotected
performCalculations() const Instrumentprotectedvirtual
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
riskyAnnuity() const (defined in CdsOption)CdsOption
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const CdsOptionvirtual
Type enum name (defined in Option)Option
underlyingSwap() const (defined in CdsOption)CdsOption
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in LazyObject)LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual