FloatingRateBond Member List

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

accruedAmount(Date d=Date()) const Bond [virtual]
additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
Bond(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Null< Date >(), const Leg &leg=std::vector< boost::shared_ptr< CashFlow > >()) (defined in Bond)Bond
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
calendar() const (defined in Bond)Bond
calendar_ (defined in Bond)Bond [protected]
cashflows() const Bond
cashflows_ (defined in Bond)Bond [protected]
cleanPrice() const Bond
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const Bond
cleanPriceFromZSpread(Spread zSpread, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const Bond
currentCoupon(Date d=Date()) const Bond
dirtyPrice() const Bond
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const Bond
dirtyPriceFromZSpread(Spread zSpread, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const Bond
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
faceAmount() const (defined in Bond)Bond
faceAmount_ (defined in Bond)Bond [protected]
fetchResults(const PricingEngine::results *) const Instrument [virtual]
FloatingRateBond(Natural settlementDays, Real faceAmount, const Schedule &schedule, const boost::shared_ptr< IborIndex > &index, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, Real redemption=100.0, const Date &issueDate=Date()) (defined in FloatingRateBond)FloatingRateBond
FloatingRateBond(Natural settlementDays, Real faceAmount, const Date &startDate, const Date &maturityDate, Frequency couponFrequency, const Calendar &calendar, const boost::shared_ptr< IborIndex > &index, const DayCounter &accrualDayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, Real redemption=100.0, const Date &issueDate=Date(), const Date &stubDate=Date(), DateGeneration::Rule rule=DateGeneration::Backward, bool endOfMonth=false) (defined in FloatingRateBond)FloatingRateBond
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const Bond [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() const Instrument
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() const Instrument [protected, virtual]
previousCoupon(Date d=Date()) const Bond
recalculate()LazyObject
redemption() const (defined in Bond)Bond
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
settlementDate(const Date &d=Date()) const (defined in Bond)Bond
settlementDays() const (defined in Bond)Bond
settlementDays_ (defined in Bond)Bond [protected]
setupArguments(PricingEngine::arguments *) const Bond [protected, virtual]
setupExpired() const Instrument [protected, virtual]
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
yield(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const Bond
yield(Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const Bond
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]