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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 LognormalCmsSpreadPricer, including all inherited members.
| capletPrice(Rate effectiveCap) const override (defined in LognormalCmsSpreadPricer) | LognormalCmsSpreadPricer | virtual |
| capletRate(Rate effectiveCap) const override (defined in LognormalCmsSpreadPricer) | LognormalCmsSpreadPricer | virtual |
| CmsSpreadCouponPricer(Handle< Quote > correlation=Handle< Quote >()) (defined in CmsSpreadCouponPricer) | CmsSpreadCouponPricer | explicit |
| correlation() const (defined in CmsSpreadCouponPricer) | CmsSpreadCouponPricer | |
| deepUpdate() | Observer | virtual |
| floorletPrice(Rate effectiveFloor) const override (defined in LognormalCmsSpreadPricer) | LognormalCmsSpreadPricer | virtual |
| floorletRate(Rate effectiveFloor) const override (defined in LognormalCmsSpreadPricer) | LognormalCmsSpreadPricer | virtual |
| iterator typedef (defined in Observer) | Observer | |
| LognormalCmsSpreadPricer(const ext::shared_ptr< CmsCouponPricer > &cmsPricer, const Handle< Quote > &correlation, Handle< YieldTermStructure > couponDiscountCurve=Handle< YieldTermStructure >(), Size IntegrationPoints=16, const ext::optional< VolatilityType > &volatilityType=ext::nullopt, Real shift1=Null< Real >(), Real shift2=Null< Real >()) (defined in LognormalCmsSpreadPricer) | LognormalCmsSpreadPricer | |
| 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 | |
| operator=(const Observer &) (defined in Observer) | Observer | |
| QuantLib::FloatingRateCouponPricer::QuantLib::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| setCorrelation(const Handle< Quote > &correlation=Handle< Quote >()) (defined in CmsSpreadCouponPricer) | CmsSpreadCouponPricer | |
| swapletPrice() const override (defined in LognormalCmsSpreadPricer) | LognormalCmsSpreadPricer | virtual |
| swapletRate() const override (defined in LognormalCmsSpreadPricer) | LognormalCmsSpreadPricer | virtual |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | FloatingRateCouponPricer | virtual |
| ~FloatingRateCouponPricer() override=default (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |