FloatingRateBond Member List

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

accruedAmount(Date d=Date()) const Bond
Bond(const DayCounter &dayCount, const Calendar &calendar, BusinessDayConvention businessDayConvention, Integer settlementDays, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Bond)Bond [protected]
businessDayConvention() const (defined in Bond)Bond
businessDayConvention_ (defined in Bond)Bond [protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calendar() const (defined in Bond)Bond
calendar_ (defined in Bond)Bond [protected]
cashflows() const (defined in Bond)Bond
cashFlows_ (defined in Bond)Bond [protected]
cleanPrice() const Bond
cleanPrice(Rate yield, Compounding compounding, Date settlementDate=Date()) const Bond
datedDate_ (defined in Bond)Bond [protected]
dayCount_ (defined in Bond)Bond [protected]
dayCounter() const (defined in Bond)Bond
dirtyPrice() const Bond
dirtyPrice(Rate yield, Compounding compounding, Date settlementDate=Date()) const Bond
discountCurve() const (defined in Bond)Bond
discountCurve_ (defined in Bond)Bond [protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
FloatingRateBond(const Date &issueDate, const Date &datedDate, const Date &maturityDate, Integer settlementDays, const boost::shared_ptr< Xibor > &index, Integer fixingDays, const std::vector< Spread > &spreads, Frequency couponFrequency, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention convention=Following, Real redemption=100.0, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Date &stub=Date(), bool fromEnd=true) (defined in FloatingRateBond)FloatingRateBond
freeze()LazyObject
frequency() const (defined in Bond)Bond
frequency_ (defined in Bond)Bond [protected]
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const Bond [virtual]
issueDate_ (defined in Bond)Bond [protected]
LazyObject() (defined in LazyObject)LazyObject
maturityDate_ (defined in Bond)Bond [protected]
notifyObservers()Observable
NPV() const Instrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
performCalculations() const Bond [protected, virtual]
recalculate()LazyObject
redemption() const (defined in Bond)Bond
redemption_ (defined in Bond)Bond [protected]
registerWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
settlementDate() const (defined in Bond)Bond
settlementDays_ (defined in Bond)Bond [protected]
setupArguments(Arguments *) const Instrument [virtual]
setupExpired() const Instrument [protected, virtual]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< T > &h) (defined in Observer)Observer
update()LazyObject [virtual]
yield(Compounding compounding, Real accuracy=1.0e-8, Size maxEvaluations=100) const Bond
yield(Real cleanPrice, Compounding compounding, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const Bond
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]


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