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

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
basket() const (defined in SyntheticCDO)SyntheticCDO
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
deepUpdate()Observervirtual
engine_ (defined in Instrument)Instrumentprotected
error() const (defined in SyntheticCDO)SyntheticCDO
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
expectedTrancheLoss() constSyntheticCDO
fairPremium() const (defined in SyntheticCDO)SyntheticCDO
fairUpfrontPremium() const (defined in SyntheticCDO)SyntheticCDO
fetchResults(const PricingEngine::results *) constSyntheticCDOvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
implicitCorrelation(const std::vector< Real > &recoveries, const Handle< YieldTermStructure > &discountCurve, Real targetNPV=0., Real accuracy=1.0e-3) constSyntheticCDO
Instrument() (defined in Instrument)Instrument
isExpired() constSyntheticCDOvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
leverageFactor() constSyntheticCDO
maturity() constSyntheticCDO
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
performCalculations() constInstrumentprotectedvirtual
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 ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
remainingNotional() constSyntheticCDO
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constSyntheticCDOvirtual
SyntheticCDO(const ext::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 ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual