QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
IsdaCdsEngine Member List

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

AccrualBias enum name (defined in IsdaCdsEngine)IsdaCdsEngine
arguments_ (defined in GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >)GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >mutableprotected
calculate() const (defined in IsdaCdsEngine)IsdaCdsEnginevirtual
deepUpdate()Observervirtual
Flat enum value (defined in IsdaCdsEngine)IsdaCdsEngine
ForwardsInCouponPeriod enum name (defined in IsdaCdsEngine)IsdaCdsEngine
getArguments() const (defined in GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >)GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >
getArguments() const =0 (defined in PricingEngine)PricingEnginepure virtual
getResults() const (defined in GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >)GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >
getResults() const =0 (defined in PricingEngine)PricingEnginepure virtual
HalfDayBias enum value (defined in IsdaCdsEngine)IsdaCdsEngine
IsdaCdsEngine(const Handle< DefaultProbabilityTermStructure > &probability, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, const boost::optional< bool > &includeSettlementDateFlows=boost::none, NumericalFix numericalFix=Taylor, AccrualBias accrualBias=HalfDayBias, ForwardsInCouponPeriod forwardsInCouponPeriod=Piecewise)IsdaCdsEngine
isdaCreditCurve() const (defined in IsdaCdsEngine)IsdaCdsEngine
isdaRateCurve() const (defined in IsdaCdsEngine)IsdaCdsEngine
iterator typedef (defined in Observer)Observer
NoBias enum value (defined in IsdaCdsEngine)IsdaCdsEngine
None enum value (defined in IsdaCdsEngine)IsdaCdsEngine
notifyObservers()Observable
NumericalFix enum nameIsdaCdsEngine
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
Piecewise enum value (defined in IsdaCdsEngine)IsdaCdsEngine
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
reset() (defined in GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >)GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >virtual
results_ (defined in GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >)GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >mutableprotected
set_type typedef (defined in Observer)Observer
Taylor enum value (defined in IsdaCdsEngine)IsdaCdsEngine
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< CreditDefaultSwap::arguments, CreditDefaultSwap::results >virtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual