FixedRateBondForward Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
businessDayConvention() const (defined in Forward)Forward
businessDayConvention_ (defined in Forward)Forward [protected]
calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calendar() const (defined in Forward)Forward
calendar_ (defined in Forward)Forward [protected]
cleanForwardPrice() constFixedRateBondForward
dayCounter() const (defined in Forward)Forward
dayCounter_ (defined in Forward)Forward [protected]
discountCurve() constForward
discountCurve_ (defined in Forward)Forward [protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fetchResults(const PricingEngine::results *) constInstrument [virtual]
fixedCouponBond_ (defined in FixedRateBondForward)FixedRateBondForward [protected]
FixedRateBondForward(const Date &valueDate, const Date &maturityDate, Position::Type type, Real strike, Natural settlementDays, const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, const boost::shared_ptr< FixedRateBond > &fixedCouponBond, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), const Handle< YieldTermStructure > &incomeDiscountCurve=Handle< YieldTermStructure >())FixedRateBondForward
Forward(const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, const boost::shared_ptr< Payoff > &payoff, const Date &valueDate, const Date &maturityDate, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Forward)Forward [protected]
forwardPrice() constFixedRateBondForward
forwardValue() constForward [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter)Forward
incomeDiscountCurve() constForward
incomeDiscountCurve_Forward [protected]
Instrument() (defined in Instrument)Instrument
isExpired() constForward [virtual]
LazyObject() (defined in LazyObject)LazyObject
maturityDate_Forward [protected]
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
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
payoff_ (defined in Forward)Forward [protected]
performCalculations() constFixedRateBondForward [protected, virtual]
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) constInstrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
settlementDate() const (defined in Forward)Forward [virtual]
settlementDays_ (defined in Forward)Forward [protected]
setupArguments(PricingEngine::arguments *) constInstrument [virtual]
setupExpired() constInstrument [protected, virtual]
spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) constFixedRateBondForward [virtual]
spotValue() constFixedRateBondForward [virtual]
underlyingIncome_Forward [mutable, protected]
underlyingSpotValue_Forward [mutable, protected]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
valueDate_Forward [protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]