QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
BTP Member List

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

accruedAmount(Date d=Date()) constBTPvirtual
additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >())Bondprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
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
BTP(const Date &maturityDate, Rate fixedRate, const Date &startDate=Date(), const Date &issueDate=Date()) (defined in BTP)BTP
BTP(const Date &maturityDate, Rate fixedRate, Real redemption, const Date &startDate=Date(), const Date &issueDate=Date())BTP
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calculateNotionalsFromCashflows()Bondprotected
calendar() const (defined in Bond)Bond
calendar_ (defined in Bond)Bondprotected
cashflows() constBond
cashflows_ (defined in Bond)Bondprotected
cleanPrice() constBond
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) constBond
dayCounter() const (defined in FixedRateBond)FixedRateBond
dayCounter_ (defined in FixedRateBond)FixedRateBondprotected
deepUpdate()Bondvirtual
dirtyPrice() constBond
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) constBond
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fetchResults(const PricingEngine::results *) constBondprotectedvirtual
firstPeriodDayCounter() const (defined in FixedRateBond)FixedRateBond
firstPeriodDayCounter_ (defined in FixedRateBond)FixedRateBondprotected
FixedRateBond(Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, const DayCounter &firstPeriodDayCounter=DayCounter())FixedRateBond
FixedRateBond(Natural settlementDays, const Calendar &couponCalendar, Real faceAmount, const Date &startDate, const Date &maturityDate, const Period &tenor, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Date &stubDate=Date(), DateGeneration::Rule rule=DateGeneration::Backward, bool endOfMonth=false, const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false, const DayCounter &firstPeriodDayCounter=DayCounter())FixedRateBond
FixedRateBond(Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< InterestRate > &coupons, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false)FixedRateBond
freeze()LazyObject
frequency() const (defined in FixedRateBond)FixedRateBond
frequency_ (defined in FixedRateBond)FixedRateBondprotected
frozen_ (defined in LazyObject)LazyObjectprotected
Instrument() (defined in Instrument)Instrument
isExpired() constBondvirtual
issueDate() const (defined in Bond)Bond
issueDate_ (defined in Bond)Bondprotected
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)Bondprotected
nextCashFlowDate(Date d=Date()) const (defined in Bond)Bond
nextCouponRate(Date d=Date()) constBondvirtual
notifyObservers()Observable
notional(Date d=Date()) const (defined in Bond)Bondvirtual
notionals() const (defined in Bond)Bond
notionals_ (defined in Bond)Bondprotected
notionalSchedule_ (defined in Bond)Bondprotected
NPV() constInstrument
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
performCalculations() constInstrumentprotectedvirtual
previousCashFlowDate(Date d=Date()) const (defined in Bond)Bond
previousCouponRate(Date d=Date()) constBond
recalculate()LazyObject
redemption() constBond
redemptions() constBond
redemptions_ (defined in Bond)Bondprotected
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setSingleRedemption(Real notional, Real redemption, const Date &date)Bondprotected
setSingleRedemption(Real notional, const ext::shared_ptr< CashFlow > &redemption)Bondprotected
settlementDate(Date d=Date()) const (defined in Bond)Bond
settlementDays() const (defined in Bond)Bond
settlementDays_ (defined in Bond)Bondprotected
settlementValue() constBond
settlementValue(Real cleanPrice) constBond
settlementValue_ (defined in Bond)Bondmutableprotected
setupArguments(PricingEngine::arguments *) constBondprotectedvirtual
setupExpired() constBondprotectedvirtual
startDate() const (defined in Bond)Bond
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
yield(Real cleanPrice, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) constBTP
QuantLib::FixedRateBond::yield(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) constBond
QuantLib::FixedRateBond::yield(Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) constBond
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual