A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for BlackSwaptionEngine, including all inherited members.
| arguments_ (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | mutableprotected |
| BlackStyleSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| BlackStyleSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| BlackStyleSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, CashAnnuityModel model=DiscountCurve) (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| BlackSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) (defined in BlackSwaptionEngine) | BlackSwaptionEngine | |
| BlackSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) (defined in BlackSwaptionEngine) | BlackSwaptionEngine | |
| BlackSwaptionEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, CashAnnuityModel model=DiscountCurve) (defined in BlackSwaptionEngine) | BlackSwaptionEngine | |
| calculate() const (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| calculate() const =0 (defined in PricingEngine) | PricingEngine | pure virtual |
| CashAnnuityModel enum name (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| deepUpdate() | Observer | virtual |
| DiscountCurve enum value (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| getArguments() const (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | |
| getArguments() const =0 (defined in PricingEngine) | PricingEngine | pure virtual |
| getResults() const (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | |
| getResults() const =0 (defined in PricingEngine) | PricingEngine | pure virtual |
| iterator typedef (defined in Observer) | Observer | |
| notifyObservers() | Observable | |
| 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 | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| reset() (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | virtual |
| results_ (defined in GenericEngine< Swaption::arguments, Swaption::results >) | GenericEngine< Swaption::arguments, Swaption::results > | mutableprotected |
| set_type typedef (defined in Observer) | Observer | |
| SwapRate enum value (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| termStructure() (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | GenericEngine< Swaption::arguments, Swaption::results > | virtual |
| volatility() (defined in BlackStyleSwaptionEngine< detail::Black76Spec >) | BlackStyleSwaptionEngine< detail::Black76Spec > | |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |
| ~PricingEngine() (defined in PricingEngine) | PricingEngine | virtual |