QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
BlackCdsOptionEngine Member List

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

arguments_ (defined in GenericEngine< CdsOption::arguments, CdsOption::results >)GenericEngine< CdsOption::arguments, CdsOption::results >mutableprotected
BlackCdsOptionEngine(const Handle< DefaultProbabilityTermStructure > &, Real recoveryRate, const Handle< YieldTermStructure > &termStructure, const Handle< Quote > &vol) (defined in BlackCdsOptionEngine)BlackCdsOptionEngine
calculate() const (defined in BlackCdsOptionEngine)BlackCdsOptionEnginevirtual
deepUpdate()Observervirtual
getArguments() const (defined in GenericEngine< CdsOption::arguments, CdsOption::results >)GenericEngine< CdsOption::arguments, CdsOption::results >virtual
getResults() const (defined in GenericEngine< CdsOption::arguments, CdsOption::results >)GenericEngine< CdsOption::arguments, CdsOption::results >virtual
iterator typedef (defined in Observer)Observer
notifyObservers()Observable
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
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
reset() (defined in GenericEngine< CdsOption::arguments, CdsOption::results >)GenericEngine< CdsOption::arguments, CdsOption::results >virtual
results_ (defined in GenericEngine< CdsOption::arguments, CdsOption::results >)GenericEngine< CdsOption::arguments, CdsOption::results >mutableprotected
set_type typedef (defined in Observer)Observer
termStructure() (defined in BlackCdsOptionEngine)BlackCdsOptionEngine
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()GenericEngine< CdsOption::arguments, CdsOption::results >virtual
volatility() (defined in BlackCdsOptionEngine)BlackCdsOptionEngine
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~PricingEngine() (defined in PricingEngine)PricingEnginevirtual