This is the complete list of members for NumericHaganPricer, including all inherited members.
annuity_ (defined in HaganPricer) | HaganPricer | protected |
capletPrice(Rate effectiveCap) const (defined in HaganPricer) | HaganPricer | virtual |
capletRate(Rate effectiveCap) const (defined in HaganPricer) | HaganPricer | virtual |
CmsCouponPricer(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer) | CmsCouponPricer | explicit |
coupon_ (defined in HaganPricer) | HaganPricer | protected |
cutoffForCaplet_ (defined in HaganPricer) | HaganPricer | protected |
cutoffForFloorlet_ (defined in HaganPricer) | HaganPricer | protected |
deepUpdate() | Observer | virtual |
discount_ (defined in HaganPricer) | HaganPricer | protected |
fixingDate_ (defined in HaganPricer) | HaganPricer | protected |
floorletPrice(Rate effectiveFloor) const (defined in HaganPricer) | HaganPricer | virtual |
floorletRate(Rate effectiveFloor) const (defined in HaganPricer) | HaganPricer | virtual |
gearing_ (defined in HaganPricer) | HaganPricer | protected |
gFunction_ (defined in HaganPricer) | HaganPricer | protected |
HaganPricer(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion) (defined in HaganPricer) | HaganPricer | protected |
hardUpperLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | |
initialize(const FloatingRateCoupon &coupon) (defined in HaganPricer) | HaganPricer | protectedvirtual |
integrate(Real a, Real b, const ConundrumIntegrand &Integrand) const (defined in NumericHaganPricer) | NumericHaganPricer | |
iterator typedef (defined in Observer) | Observer | |
lowerLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | |
meanReversion() const (defined in HaganPricer) | HaganPricer | virtual |
meanReversion_ (defined in HaganPricer) | HaganPricer | protected |
modelOfYieldCurve_ (defined in HaganPricer) | HaganPricer | protected |
notifyObservers() | Observable | |
NumericHaganPricer(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion, Rate lowerLimit=0.0, Rate upperLimit=1.0, Real precision=1.0e-6, Real hardUpperLimit=QL_MAX_REAL) (defined in NumericHaganPricer) | NumericHaganPricer | |
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=(const Observer &) (defined in Observer) | Observer | |
QuantLib::Observable::operator=(const Observable &) | Observable | |
optionletPrice(Option::Type optionType, Rate strike) const (defined in NumericHaganPricer) | NumericHaganPricer | virtual |
paymentDate_ (defined in HaganPricer) | HaganPricer | protected |
precision_ (defined in NumericHaganPricer) | NumericHaganPricer | |
rateCurve_ (defined in HaganPricer) | HaganPricer | protected |
refineIntegration(Real integralValue, const ConundrumIntegrand &integrand) const (defined in NumericHaganPricer) | NumericHaganPricer | |
refiningIntegrationTolerance_ (defined in NumericHaganPricer) | NumericHaganPricer | |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
requiredStdDeviations_ (defined in NumericHaganPricer) | NumericHaganPricer | |
resetUpperLimit(Real stdDeviationsForUpperLimit) const (defined in NumericHaganPricer) | NumericHaganPricer | |
set_type typedef (defined in Observer) | Observer | |
setMeanReversion(const Handle< Quote > &meanReversion) (defined in HaganPricer) | HaganPricer | virtual |
setSwaptionVolatility(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer) | CmsCouponPricer | |
spread_ (defined in HaganPricer) | HaganPricer | protected |
spreadLegValue_ (defined in HaganPricer) | HaganPricer | protected |
stdDeviations() const (defined in NumericHaganPricer) | NumericHaganPricer | |
stdDeviationsForUpperLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | |
swapletPrice() const (defined in NumericHaganPricer) | NumericHaganPricer | virtual |
swapletRate() const (defined in HaganPricer) | HaganPricer | virtual |
swapRateValue_ (defined in HaganPricer) | HaganPricer | protected |
swapTenor_ (defined in HaganPricer) | HaganPricer | protected |
swaptionVolatility() const (defined in CmsCouponPricer) | CmsCouponPricer | |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
unregisterWithAll() (defined in Observer) | Observer | |
update() | FloatingRateCouponPricer | virtual |
upperLimit() const (defined in NumericHaganPricer) | NumericHaganPricer | |
upperLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | mutable |
vanillaOptionPricer_ (defined in HaganPricer) | HaganPricer | protected |
~FloatingRateCouponPricer() (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | virtual |
~MeanRevertingPricer() (defined in MeanRevertingPricer) | MeanRevertingPricer | virtual |
~Observable() (defined in Observable) | Observable | virtual |
~Observer() (defined in Observer) | Observer | virtual |