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

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

alwaysForward_ (defined in LazyObject)LazyObjectmutableprotected
alwaysForwardNotifications()LazyObject
attachmentAmount() constBasket
attachmentRatio() constBasket
Basket() (defined in Basket)Basket
Basket(const Date &refDate, const std::vector< std::string > &names, const std::vector< Real > &notionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0, const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(new FaceValueClaim()))Basket
basketNotional() constBasket
calculate() constLazyObjectprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
claim() constBasket
computeBasket() const (defined in Basket)Basket
cumulatedLoss() constBasket
cumulatedLoss(const Date &) const (defined in Basket)Basket
deepUpdate()Observervirtual
defaultCorrelation(const Date &d, Size iName, Size jName) const (defined in Basket)Basket
defaultKeys() constBasket
densityTrancheLoss(const Date &d, Real lossFraction) const (defined in Basket)Basket
detachmentAmount() constBasket
detachmentRatio() constBasket
expectedShortfall(const Date &d, Probability prob) constBasket
expectedTrancheLoss(const Date &d) const (defined in Basket)Basket
exposure(const std::string &name, const Date &=Date()) constBasket
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
liveList() constBasket
liveList(const Date &) const (defined in Basket)Basket
lossDistribution(const Date &) constBasket
names() constBasket
notifyObservers()Observable
notional()Basket
notionals() constBasket
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
percentile(const Date &d, Probability prob) const (defined in Basket)Basket
pool() constBasket
probabilities(const Date &d) constBasket
probAtLeastNEvents(Size n, const Date &d) constBasket
probOverLoss(const Date &d, Real lossFraction) constBasket
probsBeingNthEvent(Size n, const Date &d) constBasket
recalculate()LazyObject
recoveryRate(const Date &d, Size iName) constBasket
refDate() constBasket
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
remainingAttachmentAmount() constBasket
remainingAttachmentAmount(const Date &endDate) const (defined in Basket)Basket
remainingDefaultKeys() constBasket
remainingDefaultKeys(const Date &) const (defined in Basket)Basket
remainingDetachmentAmount() constBasket
remainingDetachmentAmount(const Date &endDate) const (defined in Basket)Basket
remainingNames() constBasket
remainingNames(const Date &) const (defined in Basket)Basket
remainingNotional() constBasket
remainingNotional(const Date &) const (defined in Basket)Basket
remainingNotionals() constBasket
remainingNotionals(const Date &) const (defined in Basket)Basket
remainingProbabilities(const Date &d) constBasket
remainingSize() constBasket
remainingSize(const Date &) const (defined in Basket)Basket
remainingTrancheNotional() constBasket
remainingTrancheNotional(const Date &endDate) constBasket
set_type typedef (defined in Observer)Observer
setLossModel(const boost::shared_ptr< DefaultLossModel > &lossModel)Basket
settledLoss() constBasket
settledLoss(const Date &) const (defined in Basket)Basket
size() constBasket
splitVaRLevel(const Date &date, Real loss) const (defined in Basket)Basket
trancheNotional() constBasket
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()Basketvirtual
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual