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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 ForwardRateAgreement, including all inherited members.
| additionalResults() const | Instrument | |
| additionalResults_ (defined in Instrument) | Instrument | mutableprotected |
| alwaysForward_ (defined in LazyObject) | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| amount() const | ForwardRateAgreement | |
| businessDayConvention() const (defined in ForwardRateAgreement) | ForwardRateAgreement | |
| businessDayConvention_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| calculate() const override | Instrument | protectedvirtual |
| calculated_ (defined in LazyObject) | LazyObject | mutableprotected |
| calendar() const (defined in ForwardRateAgreement) | ForwardRateAgreement | |
| calendar_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| dayCounter() const (defined in ForwardRateAgreement) | ForwardRateAgreement | |
| dayCounter_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| deepUpdate() | Observer | virtual |
| discountCurve() const | ForwardRateAgreement | |
| discountCurve_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| engine_ (defined in Instrument) | Instrument | protected |
| errorEstimate() const | Instrument | |
| errorEstimate_ (defined in Instrument) | Instrument | protected |
| fetchResults(const PricingEngine::results *) const | Instrument | virtual |
| fixingDate() const (defined in ForwardRateAgreement) | ForwardRateAgreement | |
| forwardFirstNotificationOnly() | LazyObject | |
| forwardRate() const | ForwardRateAgreement | |
| forwardRate_ | ForwardRateAgreement | mutableprotected |
| ForwardRateAgreement(const ext::shared_ptr< IborIndex > &index, const Date &valueDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, Handle< YieldTermStructure > discountCurve={}) | ForwardRateAgreement | |
| ForwardRateAgreement(const ext::shared_ptr< IborIndex > &index, const Date &valueDate, const Date &maturityDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, Handle< YieldTermStructure > discountCurve={}) | ForwardRateAgreement | |
| fraType_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| freeze() | LazyObject | |
| frozen_ (defined in LazyObject) | LazyObject | protected |
| index_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| Instrument() (defined in Instrument) | Instrument | |
| isCalculated() const | LazyObject | |
| isExpired() const override | ForwardRateAgreement | virtual |
| iterator typedef (defined in Observer) | Observer | |
| LazyObject() (defined in LazyObject) | LazyObject | |
| maturityDate_ | ForwardRateAgreement | protected |
| notifyObservers() | Observable | |
| notionalAmount_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| 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 | |
| performCalculations() const override | ForwardRateAgreement | 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 | Instrument | virtual |
| setupExpired() const override | ForwardRateAgreement | protectedvirtual |
| strikeForwardRate_ | ForwardRateAgreement | protected |
| unfreeze() | LazyObject | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | LazyObject | virtual |
| useIndexedCoupon_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected |
| valuationDate() const | Instrument | |
| valuationDate_ (defined in Instrument) | Instrument | mutableprotected |
| valueDate_ | ForwardRateAgreement | protected |
| ~LazyObject() override=default (defined in LazyObject) | LazyObject | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |