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

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
businessDayConvention() const (defined in Forward)Forward
businessDayConvention_ (defined in Forward)Forwardprotected
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar() const (defined in Forward)Forward
calendar_ (defined in Forward)Forwardprotected
cleanForwardPrice() constFixedRateBondForward
dayCounter() const (defined in Forward)Forward
dayCounter_ (defined in Forward)Forwardprotected
deepUpdate()Observervirtual
discountCurve() constForward
discountCurve_ (defined in Forward)Forwardprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
fetchResults(const PricingEngine::results *) constInstrumentvirtual
fixedCouponBond_ (defined in FixedRateBondForward)FixedRateBondForwardprotected
FixedRateBondForward(const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const ext::shared_ptr< FixedRateBond > &fixedCouponBond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >())FixedRateBondForward
Forward(const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, const ext::shared_ptr< Payoff > &payoff, const Date &valueDate, const Date &maturityDate, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Forward)Forwardprotected
forwardPrice() constFixedRateBondForward
forwardValue() constForwardvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, const DayCounter &dayCounter)Forward
incomeDiscountCurve() constForward
incomeDiscountCurve_Forwardprotected
Instrument() (defined in Instrument)Instrument
isExpired() constForwardvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
maturityDate_Forwardprotected
notifyObservers()Observable
NPV() constInstrument
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
payoff_ (defined in Forward)Forwardprotected
performCalculations() constFixedRateBondForwardprotectedvirtual
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
settlementDate() const (defined in Forward)Forwardvirtual
settlementDays_ (defined in Forward)Forwardprotected
setupArguments(PricingEngine::arguments *) constInstrumentvirtual
setupExpired() constInstrumentprotectedvirtual
spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) constFixedRateBondForwardvirtual
spotValue() constFixedRateBondForwardvirtual
underlyingIncome_Forwardmutableprotected
underlyingSpotValue_Forwardmutableprotected
unfreeze()LazyObject
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
valueDate_Forwardprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual