|
QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
|
This is the complete list of members for NumericHaganPricer, including all inherited members.
| annuity_ (defined in HaganPricer) | HaganPricer | protected |
| capletPrice(Rate effectiveCap) const override (defined in HaganPricer) | HaganPricer | virtual |
| capletRate(Rate effectiveCap) const override (defined in HaganPricer) | HaganPricer | virtual |
| CmsCouponPricer(Handle< SwaptionVolatilityStructure > v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer) | CmsCouponPricer | explicit |
| coupon_ (defined in HaganPricer) | HaganPricer | protected |
| cutoffForCaplet_ (defined in HaganPricer) | HaganPricer | protected |
| cutoffForFloorlet_ (defined in HaganPricer) | HaganPricer | protected |
| deepUpdate() | Observer | virtual |
| discount_ (defined in HaganPricer) | HaganPricer | protected |
| fixingDate_ (defined in HaganPricer) | HaganPricer | protected |
| floorletPrice(Rate effectiveFloor) const override (defined in HaganPricer) | HaganPricer | virtual |
| floorletRate(Rate effectiveFloor) const override (defined in HaganPricer) | HaganPricer | virtual |
| gearing_ (defined in HaganPricer) | HaganPricer | protected |
| gFunction_ (defined in HaganPricer) | HaganPricer | protected |
| HaganPricer(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, Handle< Quote > meanReversion) (defined in HaganPricer) | HaganPricer | protected |
| hardUpperLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | |
| initialize(const FloatingRateCoupon &coupon) override (defined in HaganPricer) | HaganPricer | protectedvirtual |
| integrate(Real a, Real b, const ConundrumIntegrand &Integrand) const (defined in NumericHaganPricer) | NumericHaganPricer | |
| iterator typedef (defined in Observer) | Observer | |
| lowerLimit() const (defined in NumericHaganPricer) | NumericHaganPricer | |
| lowerLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | mutable |
| meanReversion() const override (defined in HaganPricer) | HaganPricer | virtual |
| meanReversion_ (defined in HaganPricer) | HaganPricer | protected |
| modelOfYieldCurve_ (defined in HaganPricer) | HaganPricer | protected |
| notifyObservers() | Observable | |
| NumericHaganPricer(const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion, Rate lowerLimit=0.0, Rate upperLimit=1.0, Real precision=1.0e-6, Real hardUpperLimit=QL_MAX_REAL) (defined in NumericHaganPricer) | NumericHaganPricer | |
| 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 | |
| optionletPrice(Option::Type optionType, Rate strike) const override (defined in NumericHaganPricer) | NumericHaganPricer | virtual |
| paymentDate_ (defined in HaganPricer) | HaganPricer | protected |
| precision_ (defined in NumericHaganPricer) | NumericHaganPricer | |
| rateCurve_ (defined in HaganPricer) | HaganPricer | protected |
| refineIntegration(Real integralValue, const ConundrumIntegrand &integrand) const (defined in NumericHaganPricer) | NumericHaganPricer | |
| refiningIntegrationTolerance_ (defined in NumericHaganPricer) | NumericHaganPricer | |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| requiredStdDeviations_ (defined in NumericHaganPricer) | NumericHaganPricer | |
| resetLowerLimit(Real stdDeviationsForLowerLimit) const (defined in NumericHaganPricer) | NumericHaganPricer | |
| resetUpperLimit(Real stdDeviationsForUpperLimit) const (defined in NumericHaganPricer) | NumericHaganPricer | |
| setMeanReversion(const Handle< Quote > &meanReversion) override (defined in HaganPricer) | HaganPricer | virtual |
| setSwaptionVolatility(const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) (defined in CmsCouponPricer) | CmsCouponPricer | |
| spread_ (defined in HaganPricer) | HaganPricer | protected |
| spreadLegValue_ (defined in HaganPricer) | HaganPricer | protected |
| stdDeviations() const (defined in NumericHaganPricer) | NumericHaganPricer | |
| stdDeviationsForLowerLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | |
| stdDeviationsForUpperLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | |
| swapletPrice() const override (defined in NumericHaganPricer) | NumericHaganPricer | virtual |
| swapletRate() const override (defined in HaganPricer) | HaganPricer | virtual |
| swapRateValue_ (defined in HaganPricer) | HaganPricer | protected |
| swapTenor_ (defined in HaganPricer) | HaganPricer | protected |
| swaptionVolatility() const (defined in CmsCouponPricer) | CmsCouponPricer | |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | FloatingRateCouponPricer | virtual |
| upperLimit() const (defined in NumericHaganPricer) | NumericHaganPricer | |
| upperLimit_ (defined in NumericHaganPricer) | NumericHaganPricer | |
| vanillaOptionPricer_ (defined in HaganPricer) | HaganPricer | protected |
| ~FloatingRateCouponPricer() override=default (defined in FloatingRateCouponPricer) | FloatingRateCouponPricer | |
| ~MeanRevertingPricer()=default (defined in MeanRevertingPricer) | MeanRevertingPricer | virtual |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |