A free/open-source library for quantitative finance
Reference manual - version 1.20
|
|
A free/open-source library for quantitative finance
Reference manual - version 1.20
|
This is the complete list of members for SpreadCdsHelper, including all inherited members.
| accept(AcyclicVisitor &) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | virtual |
| BootstrapHelper(const Handle< Quote > "e) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | explicit |
| BootstrapHelper(Real quote) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | explicit |
| calendar_ (defined in CdsHelper) | CdsHelper | protected |
| CdsHelper(const Handle< Quote > "e, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in CdsHelper) | CdsHelper | |
| CdsHelper(Rate quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in CdsHelper) | CdsHelper | |
| dayCounter_ (defined in CdsHelper) | CdsHelper | protected |
| deepUpdate() | Observer | virtual |
| discountCurve_ (defined in CdsHelper) | CdsHelper | protected |
| earliestDate() const | BootstrapHelper< TS > | virtual |
| earliestDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| evaluationDate_ (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | protected |
| frequency_ (defined in CdsHelper) | CdsHelper | protected |
| impliedQuote() const (defined in SpreadCdsHelper) | SpreadCdsHelper | virtual |
| initializeDates() (defined in CdsHelper) | CdsHelper | protectedvirtual |
| iterator typedef (defined in Observer) | Observer | |
| lastPeriodDC_ (defined in CdsHelper) | CdsHelper | protected |
| latestDate() const | BootstrapHelper< TS > | virtual |
| latestDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| latestRelevantDate() const | BootstrapHelper< TS > | virtual |
| latestRelevantDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| maturityDate() const | BootstrapHelper< TS > | virtual |
| maturityDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| model_ (defined in CdsHelper) | CdsHelper | protected |
| 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 | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::Observable::operator=(const Observable &) | Observable | |
| paymentConvention_ (defined in CdsHelper) | CdsHelper | protected |
| paysAtDefaultTime_ (defined in CdsHelper) | CdsHelper | protected |
| pillarDate() const | BootstrapHelper< TS > | virtual |
| pillarDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| probability_ (defined in CdsHelper) | CdsHelper | protected |
| protectionStart_ | CdsHelper | protected |
| quote() const (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | |
| quote_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| quoteError() const (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | |
| rebatesAccrual_ (defined in CdsHelper) | CdsHelper | protected |
| recoveryRate_ (defined in CdsHelper) | CdsHelper | protected |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| RelativeDateBootstrapHelper(const Handle< Quote > "e) (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | explicit |
| RelativeDateBootstrapHelper(Real quote) (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | explicit |
| rule_ (defined in CdsHelper) | CdsHelper | protected |
| schedule_ (defined in CdsHelper) | CdsHelper | protected |
| set_type typedef (defined in Observer) | Observer | |
| setTermStructure(DefaultProbabilityTermStructure *) (defined in CdsHelper) | CdsHelper | |
| QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *) | BootstrapHelper< TS > | virtual |
| settlementDays_ (defined in CdsHelper) | CdsHelper | protected |
| settlesAccrual_ (defined in CdsHelper) | CdsHelper | protected |
| SpreadCdsHelper(const Handle< Quote > &runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in SpreadCdsHelper) | SpreadCdsHelper | |
| SpreadCdsHelper(Rate runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in SpreadCdsHelper) | SpreadCdsHelper | |
| startDate_ (defined in CdsHelper) | CdsHelper | protected |
| swap() const (defined in CdsHelper) | CdsHelper | |
| swap_ (defined in CdsHelper) | CdsHelper | protected |
| tenor_ (defined in CdsHelper) | CdsHelper | protected |
| termStructure_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() | CdsHelper | virtual |
| ~BootstrapHelper() (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |