ConvertibleFloatingRateBond Member List

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

accruedAmount(Date d=Date()) constBond [virtual]
additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
Bond(Natural settlementDays, Real faceAmount, const Calendar &calendar, const DayCounter &paymentDayCounter, BusinessDayConvention paymentConvention, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Bond)Bond [protected]
calculate() constInstrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calendar() const (defined in Bond)Bond
calendar_ (defined in Bond)Bond [protected]
callability() const (defined in ConvertibleBond)ConvertibleBond
callability_ (defined in ConvertibleBond)ConvertibleBond [protected]
cashflows() constBond
cashflows_ (defined in Bond)Bond [protected]
cleanPrice() constBond
cleanPrice(Rate yield, Compounding compounding, Date settlementDate=Date()) constBond
conversionRatio() const (defined in ConvertibleBond)ConvertibleBond
conversionRatio_ (defined in ConvertibleBond)ConvertibleBond [protected]
ConvertibleBond(const boost::shared_ptr< StochasticProcess > &process, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const DayCounter &dayCounter, const Schedule &schedule, Real redemption) (defined in ConvertibleBond)ConvertibleBond [protected]
ConvertibleFloatingRateBond(const boost::shared_ptr< StochasticProcess > &process, const boost::shared_ptr< Exercise > &exercise, const boost::shared_ptr< PricingEngine > &engine, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const boost::shared_ptr< IborIndex > &index, Natural fixingDays, const std::vector< Spread > &spreads, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100) (defined in ConvertibleFloatingRateBond)ConvertibleFloatingRateBond
creditSpread() const (defined in ConvertibleBond)ConvertibleBond
creditSpread_ (defined in ConvertibleBond)ConvertibleBond [protected]
datedDate_ (defined in Bond)Bond [protected]
dayCounter() const (defined in Bond)Bond
dirtyPrice() constBond
dirtyPrice(Rate yield, Compounding compounding, Date settlementDate=Date()) constBond
discountCurve() const (defined in Bond)Bond
discountCurve_ (defined in Bond)Bond [protected]
dividends() const (defined in ConvertibleBond)ConvertibleBond
dividends_ (defined in ConvertibleBond)ConvertibleBond [protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
faceAmount() const (defined in Bond)Bond
faceAmount_ (defined in Bond)Bond [protected]
fetchResults(const PricingEngine::results *) constInstrument [virtual]
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
interestAccrualDate() const (defined in Bond)Bond
isExpired() constBond [virtual]
issueDate() const (defined in Bond)Bond
issueDate_ (defined in Bond)Bond [protected]
LazyObject() (defined in LazyObject)LazyObject
maturityDate() const (defined in Bond)Bond
maturityDate_ (defined in Bond)Bond [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
option_ (defined in ConvertibleBond)ConvertibleBond [protected]
paymentConvention() const (defined in Bond)Bond
paymentConvention_ (defined in Bond)Bond [protected]
paymentDayCounter_ (defined in Bond)Bond [protected]
performCalculations() constConvertibleBond [protected, virtual]
recalculate()LazyObject
redemption() const (defined in Bond)Bond
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 Date &d=Date()) const (defined in Bond)Bond
settlementDays_ (defined in Bond)Bond [protected]
setupArguments(PricingEngine::arguments *) const (defined in Bond)Bond [protected]
QuantLib::Instrument::setupArguments(PricingEngine::arguments *) constInstrument [virtual]
setupExpired() constInstrument [protected, virtual]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
yield(Compounding compounding, Real accuracy=1.0e-8, Size maxEvaluations=100) constBond
yield(Real cleanPrice, Compounding compounding, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) constBond
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]