QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Gaussian1dSwaptionEngine Member List

This is the complete list of members for Gaussian1dSwaptionEngine, including all inherited members.

arguments_ (defined in GenericEngine< Swaption::arguments, Swaption::results >)GenericEngine< Swaption::arguments, Swaption::results >mutableprotected
calculate() const (defined in Gaussian1dSwaptionEngine)Gaussian1dSwaptionEnginevirtual
deepUpdate()Observervirtual
Digital enum value (defined in Gaussian1dSwaptionEngine)Gaussian1dSwaptionEngine
Gaussian1dSwaptionEngine(const ext::shared_ptr< Gaussian1dModel > &model, const int integrationPoints=64, const Real stddevs=7.0, const bool extrapolatePayoff=true, const bool flatPayoffExtrapolation=false, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Probabilities probabilities=None) (defined in Gaussian1dSwaptionEngine)Gaussian1dSwaptionEngine
Gaussian1dSwaptionEngine(const Handle< Gaussian1dModel > &model, const int integrationPoints=64, const Real stddevs=7.0, const bool extrapolatePayoff=true, const bool flatPayoffExtrapolation=false, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Probabilities probabilities=None) (defined in Gaussian1dSwaptionEngine)Gaussian1dSwaptionEngine
GenericModelEngine(const Handle< Gaussian1dModel > &model=Handle< Gaussian1dModel >()) (defined in GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results >)GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results >explicit
GenericModelEngine(const ext::shared_ptr< Gaussian1dModel > &model) (defined in GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results >)GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results >explicit
getArguments() const (defined in GenericEngine< Swaption::arguments, Swaption::results >)GenericEngine< Swaption::arguments, Swaption::results >
getArguments() const =0 (defined in PricingEngine)PricingEnginepure virtual
getResults() const (defined in GenericEngine< Swaption::arguments, Swaption::results >)GenericEngine< Swaption::arguments, Swaption::results >
getResults() const =0 (defined in PricingEngine)PricingEnginepure virtual
iterator typedef (defined in Observer)Observer
model_ (defined in GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results >)GenericModelEngine< Gaussian1dModel, Swaption::arguments, Swaption::results >protected
Naive enum value (defined in Gaussian1dSwaptionEngine)Gaussian1dSwaptionEngine
None enum value (defined in Gaussian1dSwaptionEngine)Gaussian1dSwaptionEngine
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
Probabilities enum name (defined in Gaussian1dSwaptionEngine)Gaussian1dSwaptionEngine
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
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< Swaption::arguments, Swaption::results >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual