Collar Member List

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
atmRate() const (defined in CapFloor)CapFloor
calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
Cap enum value (defined in CapFloor)CapFloor
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine) (defined in CapFloor)CapFloor
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &strikes, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine) (defined in CapFloor)CapFloor
capRates() const (defined in CapFloor)CapFloor
Collar(const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine) (defined in Collar)Collar
Collar enum value (defined in CapFloor)CapFloor
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fetchResults(const PricingEngine::results *) constInstrument [virtual]
floatingLeg() const (defined in CapFloor)CapFloor
Floor enum value (defined in CapFloor)CapFloor
floorRates() const (defined in CapFloor)CapFloor
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
impliedVolatility(Real price, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) constCapFloor
Instrument() (defined in Instrument)Instrument
isExpired() constCapFloor [virtual]
lastFixingDate() const (defined in CapFloor)CapFloor
LazyObject() (defined in LazyObject)LazyObject
leg() const (defined in CapFloor)CapFloor
maturityDate() const (defined in CapFloor)CapFloor
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
performCalculations() constInstrument [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
setupArguments(PricingEngine::arguments *) const (defined in CapFloor)CapFloor
QuantLib::Instrument::setupArguments(PricingEngine::arguments *) constInstrument [virtual]
setupExpired() constInstrument [protected, virtual]
startDate() const (defined in CapFloor)CapFloor
type() const (defined in CapFloor)CapFloor
Type enum name (defined in CapFloor)CapFloor
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]