CDO Member List
This is the complete list of members for CDO, including all inherited members.
additionalResults() const | Instrument | |
additionalResults_ (defined in Instrument) | Instrument | [mutable, protected] |
attachment() (defined in CDO) | CDO | |
calculate() const | Instrument | [protected, virtual] |
calculated_ (defined in LazyObject) | LazyObject | [mutable, protected] |
CDO(Real attachment, Real detachment, const std::vector< Real > &nominals, const std::vector< Handle< DefaultProbabilityTermStructure > > &basket, const Handle< OneFactorCopula > &copula, bool protectionSeller, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, Rate recoveryRate, Rate upfrontPremiumRate, const Handle< YieldTermStructure > &yieldTS, Size nBuckets, const Period &integrationStep=Period(10, Years)) | CDO | |
detachment() (defined in CDO) | CDO | |
engine_ (defined in Instrument) | Instrument | [protected] |
error() const (defined in CDO) | CDO | |
errorEstimate() const | Instrument | |
errorEstimate_ (defined in Instrument) | Instrument | [mutable, protected] |
fairPremium() const (defined in CDO) | CDO | |
fetchResults(const PricingEngine::results *) const | Instrument | [virtual] |
freeze() | LazyObject | |
frozen_ (defined in LazyObject) | LazyObject | [mutable, protected] |
Instrument() (defined in Instrument) | Instrument | |
isExpired() const | CDO | [virtual] |
LazyObject() (defined in LazyObject) | LazyObject | |
lgd() (defined in CDO) | CDO | |
nominal() (defined in CDO) | CDO | |
nominals() (defined in CDO) | CDO | |
notifyObservers() | Observable | |
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 | |
premiumValue() const (defined in CDO) | CDO | |
protectionValue() const (defined in CDO) | CDO | |
recalculate() | LazyObject | |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer | |
result(const std::string &tag) const | Instrument | |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument | |
setupArguments(PricingEngine::arguments *) const | Instrument | [virtual] |
size() (defined in CDO) | CDO | |
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] |
~LazyObject() (defined in LazyObject) | LazyObject | [virtual] |
~Observable() (defined in Observable) | Observable | [virtual] |
~Observer() (defined in Observer) | Observer | [virtual] |