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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 SpreadCdsHelper, including all inherited members.
| calendar_ (defined in CdsHelper) | CdsHelper | protected |
| CdsHelper(const std::variant< Rate, Handle< Quote > > "e, const Period &tenor, Integer settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, DayCounter dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), DayCounter lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) | CdsHelper | |
| dayCounter_ (defined in CdsHelper) | CdsHelper | protected |
| deepUpdate() | Observer | virtual |
| discountCurve_ (defined in CdsHelper) | CdsHelper | protected |
| earliestDate() const | BootstrapHelper< DefaultProbabilityTermStructure > | virtual |
| frequency_ (defined in CdsHelper) | CdsHelper | protected |
| impliedQuote() const override (defined in SpreadCdsHelper) | SpreadCdsHelper | virtual |
| initializeDates() override (defined in CdsHelper) | CdsHelper | protectedvirtual |
| iterator typedef (defined in Observer) | Observer | |
| lastPeriodDC_ (defined in CdsHelper) | CdsHelper | protected |
| latestDate() const | BootstrapHelper< DefaultProbabilityTermStructure > | virtual |
| latestRelevantDate() const | BootstrapHelper< DefaultProbabilityTermStructure > | virtual |
| maturityDate() const | BootstrapHelper< DefaultProbabilityTermStructure > | virtual |
| model_ (defined in CdsHelper) | CdsHelper | protected |
| 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::Observable::operator=(const Observable &) | Observable | |
| operator=(Observable &&)=delete (defined in Observable) | Observable | |
| paymentConvention_ (defined in CdsHelper) | CdsHelper | protected |
| paysAtDefaultTime_ (defined in CdsHelper) | CdsHelper | protected |
| pillarDate() const | BootstrapHelper< DefaultProbabilityTermStructure > | virtual |
| probability_ (defined in CdsHelper) | CdsHelper | protected |
| protectionStart_ | CdsHelper | protected |
| rebatesAccrual_ (defined in CdsHelper) | CdsHelper | protected |
| recoveryRate_ (defined in CdsHelper) | CdsHelper | protected |
| registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| rule_ (defined in CdsHelper) | CdsHelper | protected |
| schedule_ (defined in CdsHelper) | CdsHelper | protected |
| setTermStructure(DefaultProbabilityTermStructure *) override | CdsHelper | virtual |
| settlementDays_ (defined in CdsHelper) | CdsHelper | protected |
| settlesAccrual_ (defined in CdsHelper) | CdsHelper | protected |
| SpreadCdsHelper(const std::variant< Rate, Handle< Quote > > &runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in SpreadCdsHelper) | SpreadCdsHelper | |
| startDate_ (defined in CdsHelper) | CdsHelper | protected |
| swap() const (defined in CdsHelper) | CdsHelper | |
| swap_ (defined in CdsHelper) | CdsHelper | protected |
| tenor_ (defined in CdsHelper) | CdsHelper | protected |
| unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer | |
| unregisterWithAll() (defined in Observer) | Observer | |
| update() override | CdsHelper | virtual |
| ~Observable()=default (defined in Observable) | Observable | virtual |
| ~Observer() (defined in Observer) | Observer | virtual |