RiskyAssetSwap Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairSpread() (defined in RiskyAssetSwap)RiskyAssetSwap
fetchResults(const PricingEngine::results *) const Instrument [virtual]
fixedPayer() (defined in RiskyAssetSwap)RiskyAssetSwap
floatAnnuity() const (defined in RiskyAssetSwap)RiskyAssetSwap
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
LazyObject() (defined in LazyObject)LazyObject
nominal() (defined in RiskyAssetSwap)RiskyAssetSwap
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
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
RiskyAssetSwap(bool fixedPayer, Real nominal, const Schedule &fixedSchedule, const Schedule &floatSchedule, const DayCounter &fixedDayCounter, const DayCounter &floatDayCounter, Rate spread, Rate recoveryRate_, const Handle< YieldTermStructure > &yieldTS, const Handle< DefaultProbabilityTermStructure > &defaultTS, Rate coupon=Null< Rate >()) (defined in RiskyAssetSwap)RiskyAssetSwap
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const Instrument [virtual]
spread() (defined in RiskyAssetSwap)RiskyAssetSwap
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
valuationDate() const Instrument
valuationDate_ (defined in Instrument)Instrument [mutable, protected]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]