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

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
alwaysForward_ (defined in LazyObject)LazyObjectprotected
alwaysForwardNotifications()LazyObject
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
calendar_ (defined in RiskyBond)RiskyBondprotected
cashflows() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
ccy() const (defined in RiskyBond)RiskyBond
deepUpdate()Observervirtual
defaultTS() const (defined in RiskyBond)RiskyBond
effectiveDate() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
expectedCashflows() (defined in RiskyBond)RiskyBond
fetchResults(const PricingEngine::results *) constInstrumentvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
Instrument() (defined in Instrument)Instrument
interestFlows() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
isExpired() constRiskyBondvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
name() const (defined in RiskyBond)RiskyBond
notifyObservers()Observable
notional(Date date=Date::minDate()) const (defined in RiskyFixedBond)RiskyFixedBondvirtual
notionalFlows() const (defined in RiskyFixedBond)RiskyFixedBondvirtual
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() constRiskyBondprotectedvirtual
recalculate()LazyObject
recoveryRate() const (defined in RiskyBond)RiskyBond
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
riskfreeNPV() const (defined in RiskyBond)RiskyBond
RiskyBond(const std::string &name, const Currency &ccy, Real recoveryRate, const Handle< DefaultProbabilityTermStructure > &defaultTS, const Handle< YieldTermStructure > &yieldTS, Natural settlementDays=0, const Calendar &calendar=Calendar())RiskyBond
RiskyFixedBond(const std::string &name, const Currency &ccy, Real recoveryRate, const Handle< DefaultProbabilityTermStructure > &defaultTS, const Schedule &schedule, Real rate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const std::vector< Real > &notionals, const Handle< YieldTermStructure > &yieldTS, Natural settlementDays=0) (defined in RiskyFixedBond)RiskyFixedBond
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
settlementDays_ (defined in RiskyBond)RiskyBondprotected
setupArguments(PricingEngine::arguments *) constInstrumentvirtual
setupExpired() constRiskyBondprotectedvirtual
totalFutureFlows() const (defined in RiskyBond)RiskyBond
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
yieldTS() const (defined in RiskyBond)RiskyBond
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual
~RiskyBond() (defined in RiskyBond)RiskyBondvirtual