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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 Floor, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| atmRate(const YieldTermStructure &discountCurve) const (defined in CapFloor) | CapFloor | |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| Cap enum value (defined in CapFloor) | CapFloor | |
| CapFloor(Type type, Leg floatingLeg, std::vector< Rate > capRates, std::vector< Rate > floorRates) (defined in CapFloor) | CapFloor | |
| CapFloor(Type type, Leg floatingLeg, const std::vector< Rate > &strikes) (defined in CapFloor) | CapFloor | |
| capRates() const (defined in CapFloor) | CapFloor | |
| Collar enum value (defined in CapFloor) | CapFloor | |
| deepUpdate() override | CapFloor | virtual |
| engine_ (defined in Instrument) | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ (defined in Instrument) | Instrument | protected |
| fetchResults(const PricingEngine::results *) const | Instrument | virtual |
| floatingLeg() const (defined in CapFloor) | CapFloor | |
| Floor(const Leg &floatingLeg, const std::vector< Rate > &exerciseRates) (defined in Floor) | Floor | |
| Floor enum value (defined in CapFloor) | CapFloor | |
| floorRates() const (defined in CapFloor) | CapFloor | |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| impliedVolatility(Real price, const Handle< YieldTermStructure > &disc, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0, VolatilityType type=ShiftedLognormal, Real displacement=0.0) const | CapFloor | |
| Instrument() (defined in Instrument) | Instrument | |
| isCalculated() const | LazyObject | |
| isExpired() const override | CapFloor | virtual |
| iterator typedef (defined in Observer) | Observer | |
| lastFloatingRateCoupon() const (defined in CapFloor) | CapFloor | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| maturityDate() const (defined in CapFloor) | CapFloor | |
| notifyObservers() | Observable | |
| NPV() const | Instrument | |
| NPV_ (defined in Instrument) | Instrument | mutableprotected |
| 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 | |
| optionlet(Size n) const | CapFloor | |
| performCalculations() const override | Instrument | protectedvirtual |
| recalculate() | LazyObject | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| result(const std::string &tag) const | Instrument | |
| setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument | |
| setupArguments(PricingEngine::arguments *) const override | CapFloor | virtual |
| setupExpired() const | Instrument | protectedvirtual |
| startDate() const (defined in CapFloor) | CapFloor | |
| Type enum name (defined in CapFloor) | CapFloor | |
| type() const (defined in CapFloor) | CapFloor | |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | LazyObject | virtual |
| valuationDate() const | Instrument | |
| valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |