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

This is the complete list of members for NonstandardSwaption, 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
calibrationBasket(const ext::shared_ptr< SwapIndex > &standardSwapBase, const ext::shared_ptr< SwaptionVolatilityStructure > &swaptionVolatility, BasketGeneratingEngine::CalibrationBasketType basketType=BasketGeneratingEngine::MaturityStrikeByDeltaGamma) const (defined in NonstandardSwaption)NonstandardSwaption
Call enum value (defined in Option)Option
deepUpdate()Observervirtual
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentprotected
exercise() (defined in Option)Option
exercise_ (defined in Option)Optionprotected
fetchResults(const PricingEngine::results *) constInstrumentvirtual
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectprotected
Instrument() (defined in Instrument)Instrument
isExpired() constNonstandardSwaptionvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
NonstandardSwaption(const Swaption &fromSwaption) (defined in NonstandardSwaption)NonstandardSwaption
NonstandardSwaption(const ext::shared_ptr< NonstandardSwap > &swap, const ext::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC) (defined in NonstandardSwaption)NonstandardSwaption
notifyObservers()Observable
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
operator<<(std::ostream &, Option::Type) (defined in Option)Optionrelated
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const ext::shared_ptr< Payoff > &payoff, const ext::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff() (defined in Option)Option
payoff_ (defined in Option)Optionprotected
performCalculations() constInstrumentprotectedvirtual
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
settlementMethod() const (defined in NonstandardSwaption)NonstandardSwaption
settlementType() const (defined in NonstandardSwaption)NonstandardSwaption
setupArguments(PricingEngine::arguments *) constNonstandardSwaptionvirtual
setupExpired() constInstrumentprotectedvirtual
Type enum name (defined in Option)Option
type() const (defined in NonstandardSwaption)NonstandardSwaption
underlyingSwap() const (defined in NonstandardSwaption)NonstandardSwaption
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
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual