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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
atmRate(const YieldTermStructure &discountCurve) const (defined in CapFloor)CapFloor
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
Cap enum value (defined in CapFloor)CapFloor
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) (defined in CapFloor)CapFloor
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &strikes) (defined in CapFloor)CapFloor
capRates() const (defined in CapFloor)CapFloor
Collar enum value (defined in CapFloor)CapFloor
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fetchResults(const PricingEngine::results *) const Instrumentvirtual
floatingLeg() const (defined in CapFloor)CapFloor
Floor(const Leg &floatingLeg, const std::vector< Rate > &exerciseRates) (defined in Floor)Floor
Floor enum value (defined in CapFloor)CapFloor
floorRates() const (defined in CapFloor)CapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
impliedVolatility(Real price, const Handle< YieldTermStructure > &disc, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0, Real displacement=0.0) const CapFloor
Instrument() (defined in Instrument)Instrument
isExpired() const CapFloorvirtual
lastFloatingRateCoupon() const (defined in CapFloor)CapFloor
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in CapFloor)CapFloor
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
optionlet(const Size n) const CapFloor
performCalculations() const Instrumentprotectedvirtual
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
setupArguments(PricingEngine::arguments *) const CapFloorvirtual
setupExpired() const Instrumentprotectedvirtual
startDate() const (defined in CapFloor)CapFloor
type() const (defined in CapFloor)CapFloor
Type enum name (defined in CapFloor)CapFloor
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
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual