RiskyFloatingBond Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
cashflows() const (defined in RiskyFloatingBond)RiskyFloatingBond [virtual]
ccy() const (defined in RiskyBond)RiskyBond
defaultTS() const (defined in RiskyBond)RiskyBond
effectiveDate() const (defined in RiskyFloatingBond)RiskyFloatingBond [virtual]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
expectedCashflows() (defined in RiskyBond)RiskyBond
fetchResults(const PricingEngine::results *) const Instrument [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
interestFlows() const (defined in RiskyFloatingBond)RiskyFloatingBond [virtual]
isExpired() const RiskyBond [virtual]
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in RiskyFloatingBond)RiskyFloatingBond [virtual]
name() const (defined in RiskyBond)RiskyBond
notifyObservers()Observable
notional(Date date=Date::minDate()) const (defined in RiskyFloatingBond)RiskyFloatingBond [virtual]
notionalFlows() const (defined in RiskyFloatingBond)RiskyFloatingBond [virtual]
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
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() const RiskyBond [protected, virtual]
recalculate()LazyObject
recoveryRate() const (defined in RiskyBond)RiskyBond
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
riskfreeNPV() const (defined in RiskyBond)RiskyBond
RiskyBond(std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Handle< YieldTermStructure > yieldTS) (defined in RiskyBond)RiskyBond
RiskyFloatingBond(std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Schedule schedule, boost::shared_ptr< IborIndex > index, Integer fixingDays, Real spread, std::vector< Real > notionals, Handle< YieldTermStructure > yieldTS) (defined in RiskyFloatingBond)RiskyFloatingBond
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const Instrument [virtual]
setupExpired() const RiskyBond [protected, virtual]
totalFutureFlows() const (defined in RiskyBond)RiskyBond
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrument [mutable, protected]
yieldTS() const (defined in RiskyBond)RiskyBond
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~RiskyBond() (defined in RiskyBond)RiskyBond [virtual]