This is the complete list of members for BTP, including all inherited members.
accruedAmount(Date d=Date()) const | BTP | 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 | protected |
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() const | Instrument | protectedvirtual |
calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
calculateNotionalsFromCashflows() | Bond | protected |
calendar() const (defined in Bond) | Bond | |
calendar_ (defined in Bond) | Bond | 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 | |
dayCounter() const (defined in FixedRateBond) | FixedRateBond | |
dayCounter_ (defined in FixedRateBond) | FixedRateBond | protected |
deepUpdate() | Bond | virtual |
dirtyPrice() const | Bond | |
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond | |
engine_ (defined in Instrument) | Instrument | protected |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | protected |
fetchResults(const PricingEngine::results *) const | Bond | protectedvirtual |
firstPeriodDayCounter() const (defined in FixedRateBond) | FixedRateBond | |
firstPeriodDayCounter_ (defined in FixedRateBond) | FixedRateBond | protected |
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) | FixedRateBond | protected |
frozen_ (defined in LazyObject) | LazyObject | protected |
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 |
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 |
previousCashFlowDate(Date d=Date()) const (defined in Bond) | Bond | |
previousCouponRate(Date d=Date()) const | Bond | |
recalculate() | LazyObject | |
redemption() const | Bond | |
redemptions() const | Bond | |
redemptions_ (defined in Bond) | Bond | protected |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
result(const std::string &tag) const | Instrument | |
set_type typedef (defined in Observer) | Observer | |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
setSingleRedemption(Real notional, Real redemption, const Date &date) | Bond | protected |
setSingleRedemption(Real notional, const ext::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 | Bond | protectedvirtual |
setupExpired() const | Bond | protectedvirtual |
startDate() const (defined in Bond) | Bond | |
unfreeze() | LazyObject | |
unregisterWith(const ext::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(Real cleanPrice, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const | BTP | |
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) const | Bond | |
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) const | Bond | |
~LazyObject() (defined in LazyObject) | LazyObject | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |