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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a> </li>
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<div class="title">NumericHaganPricer Member List</div> </div>
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This is the complete list of members for <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>, including all inherited members.<table>
<tr bgcolor="#f0f0f0"><td><b>annuity_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>capletPrice</b>(Rate effectiveCap) const (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>capletRate</b>(Rate effectiveCap) const (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>CmsCouponPricer</b>(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in <a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>coupon_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>cutoffForCaplet_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>cutoffForFloorlet_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>discount_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>fixingDate_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>floorletPrice</b>(Rate effectiveFloor) const (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>floorletRate</b>(Rate effectiveFloor) const (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>gearing_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>gFunction_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>HaganPricer</b>(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion) (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>initialize</b>(const FloatingRateCoupon &coupon) (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected, virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>integrate</b>(Real a, Real b, const ConundrumIntegrand &Integrand) const (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>lowerLimit_</b> (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>meanReversion</b>() const (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>meanReversion_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>modelOfYieldCurve_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>NumericHaganPricer</b>(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion, Rate lowerLimit=0.0, Rate upperLimit=1.0, Real precision=1.0e-6) (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observable</b>(const Observable &) (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">QuantLib::Observable::operator=</a>(const Observable &)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>optionletPrice</b>(Option::Type optionType, Rate strike) const (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>paymentDate_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>precision_</b> (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>rateCurve_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>refineIntegration</b>(Real integralValue, const ConundrumIntegrand &integrand) const (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>refiningIntegrationTolerance_</b> (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>requiredStdDeviations_</b> (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>resetUpperLimit</b>(Real stdDeviationsForUpperLimit) const (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>setMeanReversion</b>(const Handle< Quote > &meanReversion) (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>setSwaptionVolatility</b>(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in <a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>spread_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>spreadLegValue_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>stdDeviations</b>() (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>stdDeviationsForUpperLimit_</b> (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td><code> [mutable]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>swapletPrice</b>() const (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>swapletRate</b>() const (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>swapRateValue_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>swapTenor_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>swaptionVolatility</b>() const (defined in <a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< Observable > &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html#ac5c54df7ed3b930268c8d7752c101725">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>upperLimit</b>() (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td></td></tr>
<tr bgcolor="#f0f0f0"><td><b>upperLimit_</b> (defined in <a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_numeric_hagan_pricer.html">NumericHaganPricer</a></td><td><code> [mutable]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>vanillaOptionPricer_</b> (defined in <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td><td><code> [protected]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~FloatingRateCouponPricer</b>() (defined in <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a>)</td><td><a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td><code> [virtual]</code></td></tr>
<tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td><code> [virtual]</code></td></tr>
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