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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
basket() const (defined in NthToDefault)NthToDefault
basketSize() const (defined in NthToDefault)NthToDefault
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
dayCounter() const (defined in NthToDefault)NthToDefault
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const (defined in NthToDefault)NthToDefault
fairPremium() const (defined in NthToDefault)NthToDefault
fetchResults(const PricingEngine::results *) const NthToDefaultvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const NthToDefaultvirtual
LazyObject() (defined in LazyObject)LazyObject
maturity() const (defined in NthToDefault)NthToDefault
nominal() const (defined in NthToDefault)NthToDefault
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrumentmutableprotected
NthToDefault(const boost::shared_ptr< Basket > &basket, Size n, Protection::Side side, const Schedule &premiumSchedule, Rate upfrontRate, Rate premiumRate, const DayCounter &dayCounter, Real nominal, bool settlePremiumAccrual)NthToDefault
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
performCalculations() const Instrumentprotectedvirtual
premium() const (defined in NthToDefault)NthToDefault
premiumLegNPV() const (defined in NthToDefault)NthToDefault
protectionLegNPV() const (defined in NthToDefault)NthToDefault
rank() const (defined in NthToDefault)NthToDefault
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 NthToDefaultvirtual
side() const (defined in NthToDefault)NthToDefault
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