QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
FixedRateBondForward Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
businessDayConvention() const (defined in Forward)Forward
businessDayConvention_ (defined in Forward)Forwardprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() const (defined in Forward)Forward
calendar_ (defined in Forward)Forwardprotected
cleanForwardPrice() const FixedRateBondForward
dayCounter() const (defined in Forward)Forward
dayCounter_ (defined in Forward)Forwardprotected
discountCurve() const Forward
discountCurve_ (defined in Forward)Forwardprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const Instrumentvirtual
fixedCouponBond_ (defined in FixedRateBondForward)FixedRateBondForwardprotected
FixedRateBondForward(const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const boost::shared_ptr< FixedRateBond > &fixedCouponBond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >())FixedRateBondForward
Forward(const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, const boost::shared_ptr< Payoff > &payoff, const Date &valueDate, const Date &maturityDate, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Forward)Forwardprotected
forwardPrice() const FixedRateBondForward
forwardValue() const Forwardvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter)Forward
incomeDiscountCurve() const Forward
incomeDiscountCurve_Forwardprotected
Instrument() (defined in Instrument)Instrument
isExpired() const Forwardvirtual
LazyObject() (defined in LazyObject)LazyObject
maturityDate_Forwardprotected
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
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
payoff_ (defined in Forward)Forwardprotected
performCalculations() const FixedRateBondForwardprotectedvirtual
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
settlementDate() const (defined in Forward)Forwardvirtual
settlementDays_ (defined in Forward)Forwardprotected
setupArguments(PricingEngine::arguments *) const Instrumentvirtual
setupExpired() const Instrumentprotectedvirtual
spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) const FixedRateBondForwardvirtual
spotValue() const FixedRateBondForwardvirtual
underlyingIncome_Forwardmutableprotected
underlyingSpotValue_Forwardmutableprotected
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
valueDate_Forwardprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual