CDO Member List

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

additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
attachment() (defined in CDO)CDO
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
CDO(Real attachment, Real detachment, const std::vector< Real > &nominals, const std::vector< Handle< DefaultProbabilityTermStructure > > &basket, const Handle< OneFactorCopula > &copula, bool protectionSeller, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, Rate recoveryRate, Rate upfrontPremiumRate, const Handle< YieldTermStructure > &yieldTS, Size nBuckets, const Period &integrationStep=Period(10, Years))CDO
detachment() (defined in CDO)CDO
engine_ (defined in Instrument)Instrument [protected]
error() const (defined in CDO)CDO
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
fairPremium() const (defined in CDO)CDO
fetchResults(const PricingEngine::results *) const Instrument [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const CDO [virtual]
LazyObject() (defined in LazyObject)LazyObject
lgd() (defined in CDO)CDO
nominal() (defined in CDO)CDO
nominals() (defined in CDO)CDO
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
premiumValue() const (defined in CDO)CDO
protectionValue() const (defined in CDO)CDO
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const Instrument [virtual]
size() (defined in CDO)CDO
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]