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

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
cashflows() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
ccy() const (defined in RiskyBond)RiskyBond
defaultTS() const (defined in RiskyBond)RiskyBond
effectiveDate() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
expectedCashflows() (defined in RiskyBond)RiskyBond
fetchResults(const PricingEngine::results *) const Instrumentvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
interestFlows() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
isExpired() const RiskyBondvirtual
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
name() const (defined in RiskyBond)RiskyBond
notifyObservers()Observable
notional(Date date=Date::minDate()) const (defined in RiskyFixedBond)RiskyFixedBondvirtual
notionalFlows() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
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 RiskyBondprotectedvirtual
recalculate()LazyObject
recoveryRate() const (defined in RiskyBond)RiskyBond
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
riskfreeNPV() const (defined in RiskyBond)RiskyBond
RiskyBond(std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Handle< YieldTermStructure > yieldTS) (defined in RiskyBond)RiskyBond
RiskyFixedBond(std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Schedule schedule, Real rate, DayCounter dayCounter, BusinessDayConvention paymentConvention, std::vector< Real > notionals, Handle< YieldTermStructure > yieldTS) (defined in RiskyFixedBond)RiskyFixedBond
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const Instrumentvirtual
setupExpired() const RiskyBondprotectedvirtual
totalFutureFlows() const (defined in RiskyBond)RiskyBond
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
yieldTS() const (defined in RiskyBond)RiskyBond
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~RiskyBond() (defined in RiskyBond)RiskyBondvirtual