QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
NonstandardSwaption Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
calculate() const Instrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calibrationBasket(boost::shared_ptr< SwapIndex > standardSwapBase, boost::shared_ptr< SwaptionVolatilityStructure > swaptionVolatility, const BasketGeneratingEngine::CalibrationBasketType basketType=BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const (defined in NonstandardSwaption)NonstandardSwaption
Call enum value (defined in Option)Option
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
exercise() (defined in Option)Option
exercise_ (defined in Option)Optionprotected
fetchResults(const PricingEngine::results *) const Instrumentvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
Instrument() (defined in Instrument)Instrument
isExpired() const NonstandardSwaptionvirtual
LazyObject() (defined in LazyObject)LazyObject
NonstandardSwaption(const Swaption &fromSwaption) (defined in NonstandardSwaption)NonstandardSwaption
NonstandardSwaption(const boost::shared_ptr< NonstandardSwap > &swap, const boost::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical) (defined in NonstandardSwaption)NonstandardSwaption
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
operator<<(std::ostream &, Option::Type)Optionrelated
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff() (defined in Option)Option
payoff_ (defined in Option)Optionprotected
performCalculations() const Instrumentprotectedvirtual
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const NonstandardSwaptionvirtual
setupExpired() const Instrumentprotectedvirtual
Type enum name (defined in Option)Option
type() const (defined in NonstandardSwaption)NonstandardSwaption
underlyingSwap() const (defined in NonstandardSwaption)NonstandardSwaption
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