HaganPricer Member List

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

annuity_ (defined in HaganPricer)HaganPricerprotected
capletPrice(Rate effectiveCap) const (defined in HaganPricer)HaganPricervirtual
capletRate(Rate effectiveCap) const (defined in HaganPricer)HaganPricervirtual
CmsCouponPricer(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer)CmsCouponPricer
coupon_ (defined in HaganPricer)HaganPricerprotected
cutoffForCaplet_ (defined in HaganPricer)HaganPricerprotected
cutoffForFloorlet_ (defined in HaganPricer)HaganPricerprotected
discount_ (defined in HaganPricer)HaganPricerprotected
fixingDate_ (defined in HaganPricer)HaganPricerprotected
floorletPrice(Rate effectiveFloor) const (defined in HaganPricer)HaganPricervirtual
floorletRate(Rate effectiveFloor) const (defined in HaganPricer)HaganPricervirtual
gearing_ (defined in HaganPricer)HaganPricerprotected
gFunction_ (defined in HaganPricer)HaganPricerprotected
HaganPricer(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion) (defined in HaganPricer)HaganPricerprotected
initialize(const FloatingRateCoupon &coupon) (defined in HaganPricer)HaganPricerprotectedvirtual
meanReversion() const (defined in HaganPricer)HaganPricer
meanReversion_ (defined in HaganPricer)HaganPricerprotected
modelOfYieldCurve_ (defined in HaganPricer)HaganPricerprotected
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
optionletPrice(Option::Type optionType, Real strike) const =0 (defined in HaganPricer)HaganPricerprotectedpure virtual
paymentDate_ (defined in HaganPricer)HaganPricerprotected
rateCurve_ (defined in HaganPricer)HaganPricerprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setMeanReversion(const Handle< Quote > &meanReversion) (defined in HaganPricer)HaganPricer
setSwaptionVolatility(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer)CmsCouponPricer
spread_ (defined in HaganPricer)HaganPricerprotected
spreadLegValue_ (defined in HaganPricer)HaganPricerprotected
swapletPrice() const =0 (defined in HaganPricer)HaganPricerpure virtual
swapletRate() const (defined in HaganPricer)HaganPricervirtual
swapRateValue_ (defined in HaganPricer)HaganPricerprotected
swapTenor_ (defined in HaganPricer)HaganPricerprotected
swaptionVolatility() const (defined in CmsCouponPricer)CmsCouponPricer
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll()Observer
update() (defined in FloatingRateCouponPricer)FloatingRateCouponPricervirtual
vanillaOptionPricer_ (defined in HaganPricer)HaganPricerprotected
~FloatingRateCouponPricer() (defined in FloatingRateCouponPricer)FloatingRateCouponPricervirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual