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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
basket() const (defined in SyntheticCDO)SyntheticCDO
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
engine_ (defined in Instrument)Instrumentprotected
error() const (defined in SyntheticCDO)SyntheticCDO
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
expectedTrancheLoss() const SyntheticCDO
fairPremium() const (defined in SyntheticCDO)SyntheticCDO
fairUpfrontPremium() const (defined in SyntheticCDO)SyntheticCDO
fetchResults(const PricingEngine::results *) const SyntheticCDOvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
implicitCorrelation(const std::vector< Real > &recoveries, const Handle< YieldTermStructure > &discountCurve, Real targetNPV=0., Real accuracy=1.0e-3) const SyntheticCDO
Instrument() (defined in Instrument)Instrument
isExpired() const SyntheticCDOvirtual
LazyObject() (defined in LazyObject)LazyObject
leverageFactor() const SyntheticCDO
maturity() const SyntheticCDO
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
performCalculations() const Instrumentprotectedvirtual
premiumLegNPV() const (defined in SyntheticCDO)SyntheticCDO
premiumValue() const (defined in SyntheticCDO)SyntheticCDO
protectionLegNPV() const (defined in SyntheticCDO)SyntheticCDO
protectionValue() const (defined in SyntheticCDO)SyntheticCDO
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
remainingNotional() const SyntheticCDO
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const SyntheticCDOvirtual
SyntheticCDO(const boost::shared_ptr< Basket > &basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, boost::optional< Real > notional=boost::none)SyntheticCDO
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