CapFloor Member List

This is the complete list of members for CapFloor, including all inherited members.
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
Cap enum value (defined in CapFloor)CapFloor
CapFloor(Type type, const std::vector< Handle< CashFlow > > &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const RelinkableHandle< TermStructure > &termStructure, const Handle< PricingEngine > &engine) (defined in CapFloor)CapFloor
capRates() const (defined in CapFloor)CapFloor
Collar enum value (defined in CapFloor)CapFloor
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
Floor enum value (defined in CapFloor)CapFloor
floorRates() const (defined in CapFloor)CapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
impliedVolatility(double price, double accuracy=1.0e-4, Size maxEvaluations=100, double minVol=QL_MIN_VOLATILITY, double maxVol=QL_MAX_VOLATILITY) const CapFloor
Instrument() (defined in Instrument)Instrument
isExpired() const CapFloor [virtual]
LazyObject() (defined in LazyObject)LazyObject
leg() const (defined in CapFloor)CapFloor
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 Instrument [protected, virtual]
recalculate()LazyObject
registerWith(const Handle< T > &h) (defined in Observer)Observer
setPricingEngine(const Handle< PricingEngine > &)Instrument
setupArguments(Arguments *) const CapFloor [virtual]
setupExpired() const Instrument [protected, virtual]
Type enum name (defined in CapFloor)CapFloor
type() const (defined in CapFloor)CapFloor
unfreeze()LazyObject
unregisterWith(const Handle< T > &h) (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]

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