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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for CmsMarket, including all inherited members.
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| browse() const (defined in CmsMarket) | CmsMarket | |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| CmsMarket(std::vector< Period > swapLengths, std::vector< ext::shared_ptr< SwapIndex > > swapIndexes, ext::shared_ptr< IborIndex > iborIndex, const std::vector< std::vector< Handle< Quote > > > &bidAskSpreads, const std::vector< ext::shared_ptr< CmsCouponPricer > > &pricers, Handle< YieldTermStructure > discountingTS) (defined in CmsMarket) | CmsMarket | |
| deepUpdate() | Observer | virtual |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| impliedCmsSpreads() (defined in CmsMarket) | CmsMarket | |
| isCalculated() const | LazyObject | |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| notifyObservers() | Observable | |
| Observable()=default (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| Observable(Observable &&)=delete (defined in Observable) | Observable | |
| Observer()=default (defined in Observer) | Observer | |
| Observer(const Observer &) (defined in Observer) | Observer | |
| QuantLib::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| reprice(const Handle< SwaptionVolatilityStructure > &volStructure, Real meanReversion) (defined in CmsMarket) | CmsMarket | |
| spreadErrors() (defined in CmsMarket) | CmsMarket | |
| swapLengths() const (defined in CmsMarket) | CmsMarket | |
| swapTenors() const (defined in CmsMarket) | CmsMarket | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | CmsMarket | virtual |
| weightedFwdNpvError(const Matrix &weights) (defined in CmsMarket) | CmsMarket | |
| weightedFwdNpvErrors(const Matrix &weights) (defined in CmsMarket) | CmsMarket | |
| weightedSpotNpvError(const Matrix &weights) (defined in CmsMarket) | CmsMarket | |
| weightedSpotNpvErrors(const Matrix &weights) (defined in CmsMarket) | CmsMarket | |
| weightedSpreadError(const Matrix &weights) (defined in CmsMarket) | CmsMarket | |
| weightedSpreadErrors(const Matrix &weights) (defined in CmsMarket) | CmsMarket | |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |