Swaption Member List

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

calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
Call enum value (defined in Option)Option
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
exercise_ (defined in Option)Option [protected]
fetchResults(const Results *) constInstrument [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
impliedVolatility(Real price, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=QL_MIN_VOLATILITY, Volatility maxVol=QL_MAX_VOLATILITY) constSwaption
Instrument() (defined in Instrument)Instrument
isExpired() constSwaption [virtual]
LazyObject() (defined in LazyObject)LazyObject
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator<<(std::ostream &, Option::Type) (defined in Option)Option [related]
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) (defined in Option)Option
payoff_ (defined in Option)Option [protected]
performCalculations() constInstrument [protected, virtual]
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
settlementType() const (defined in Swaption)Swaption
setupArguments(Arguments *) constSwaption [virtual]
setupExpired() constInstrument [protected, virtual]
Swaption(const boost::shared_ptr< VanillaSwap > &swap, const boost::shared_ptr< Exercise > &exercise, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine, Settlement::Type delivery=Settlement::Physical) (defined in Swaption)Swaption
Type enum name (defined in Option)Option
underlyingSwap() const (defined in Swaption)Swaption
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]