Swaption Member List

This is the complete list of members for Swaption, including all inherited members.

additionalResults() const	Instrument
additionalResults_	Instrument	mutableprotected
alwaysForward_	LazyObject	protected
alwaysForwardNotifications()	LazyObject
calculate() const override	Instrument	protectedvirtual
calculated_	LazyObject	mutableprotected
Call enum value	Option
deepUpdate() override	Swaption	virtual
engine_	Instrument	protected
errorEstimate() const	Instrument
errorEstimate_	Instrument	protected
exercise() const	Option
exercise_	Option	protected
fetchResults(const PricingEngine::results *) const	Instrument	virtual
Forward enum value	Swaption
forwardFirstNotificationOnly()	LazyObject
freeze()	LazyObject
frozen_	LazyObject	protected
impliedVolatility(Real price, const Handle< YieldTermStructure > &discountCurve, 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, PriceType priceType=Spot) const	Swaption
Instrument()	Instrument
isCalculated() const	LazyObject
isExpired() const override	Swaption	virtual
QuantLib::iterator typedef	Observable	private
QuantLib::Observer::iterator typedef	Observer
LazyObject()	LazyObject
notifyObservers()	Observable
NPV() const	Instrument
NPV_	Instrument	mutableprotected
Observable()=default	Observable
Observable(const Observable &)	Observable
Observable(Observable &&)=delete	Observable
observables_	Observer	private
Observer()=default	Observer
QuantLib::Observer::Observer(const Observer &)	Observer
observers_	Observable	private
operator<<(std::ostream &, Option::Type)	Option	related
QuantLib::operator=(const Observable &)	Observable
QuantLib::operator=(Observable &&)=delete	Observable
QuantLib::Observer::operator=(const Observer &)	Observer
Option(ext::shared_ptr< Payoff > payoff, ext::shared_ptr< Exercise > exercise)	Option
payoff() const	Option
payoff_	Option	protected
performCalculations() const override	Instrument	protectedvirtual
PriceType enum name	Swaption
Put enum value	Option
recalculate()	LazyObject
registerObserver(Observer *)	Observable	private
registerWith(const ext::shared_ptr< Observable > &)	Observer
registerWithObservables(const ext::shared_ptr< Observer > &)	Observer
result(const std::string &tag) const	Instrument
QuantLib::set_type typedef	Observable	private
setPricingEngine(const ext::shared_ptr< PricingEngine > &)	Instrument
settlementMethod() const	Swaption
settlementMethod_	Swaption	private
settlementType() const	Swaption
settlementType_	Swaption	private
setupArguments(PricingEngine::arguments *) const override	Swaption	virtual
setupExpired() const	Instrument	protectedvirtual
Spot enum value	Swaption
swap_	Swaption	private
Swaption(ext::shared_ptr< FixedVsFloatingSwap > swap, const ext::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical, Settlement::Method settlementMethod=Settlement::PhysicalOTC)	Swaption
Type enum name	Option
type() const	Swaption
underlying() const	Swaption
unfreeze()	LazyObject
unregisterObserver(Observer *)	Observable	private
unregisterWith(const ext::shared_ptr< Observable > &)	Observer
unregisterWithAll()	Observer
update() override	LazyObject	virtual
updating_	LazyObject	private
valuationDate() const	Instrument
valuationDate_	Instrument	mutableprotected
vanilla_	Swaption	private
~LazyObject() override=default	LazyObject
~Observable()=default	Observable	virtual
~Observer()	Observer	virtual