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 FloatFloatSwaption, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| calculate() const | Instrument | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| calibrationBasket(const ext::shared_ptr< SwapIndex > &standardSwapBase, const ext::shared_ptr< SwaptionVolatilityStructure > &swaptionVolatility, BasketGeneratingEngine::CalibrationBasketType basketType=BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const (defined in FloatFloatSwaption) | FloatFloatSwaption | |
| Call enum value (defined in Option) | Option | |
| deepUpdate() | Observer | virtual |
| engine_ (defined in Instrument) | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ (defined in Instrument) | Instrument | protected |
| exercise() (defined in Option) | Option | |
| exercise_ (defined in Option) | Option | protected |
| fetchResults(const PricingEngine::results *) const | Instrument | virtual |
| FloatFloatSwaption(const ext::shared_ptr< FloatFloatSwap > &swap, const ext::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC) (defined in FloatFloatSwaption) | FloatFloatSwaption | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| Instrument() (defined in Instrument) | Instrument | |
| isExpired() const | FloatFloatSwaption | virtual |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| notifyObservers() | Observable | |
| 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 | |
| operator<<(std::ostream &, Option::Type) (defined in Option) | Option | related |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| Option(const ext::shared_ptr< Payoff > &payoff, const ext::shared_ptr< Exercise > &exercise) (defined in Option) | Option | |
| payoff() (defined in Option) | Option | |
| payoff_ (defined in Option) | Option | protected |
| performCalculations() const | Instrument | protectedvirtual |
| Put enum value (defined in Option) | Option | |
| recalculate() | LazyObject | |
| 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 | |
| settlementMethod() const (defined in FloatFloatSwaption) | FloatFloatSwaption | |
| settlementType() const (defined in FloatFloatSwaption) | FloatFloatSwaption | |
| setupArguments(PricingEngine::arguments *) const | FloatFloatSwaption | virtual |
| setupExpired() const | Instrument | protectedvirtual |
| type() const (defined in FloatFloatSwaption) | FloatFloatSwaption | |
| Type enum name (defined in Option) | Option | |
| underlyingSwap() const (defined in FloatFloatSwaption) | FloatFloatSwaption | |
| 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 |
| ~LazyObject() (defined in LazyObject) | LazyObject | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |