SyntheticCDO Member List
This is the complete list of members for SyntheticCDO, including all inherited members.
additionalResults() const Instrument
additionalResults_ (defined in Instrument)Instrument [mutable, protected]
basket() const (defined in SyntheticCDO)SyntheticCDO
calculate() const Instrument [protected, virtual]
calculated_ (defined in LazyObject)LazyObject [mutable, protected]
engine_ (defined in Instrument)Instrument [protected]
error() const (defined in SyntheticCDO)SyntheticCDO
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
expectedTrancheLoss() const SyntheticCDO
fairPremium() const (defined in SyntheticCDO)SyntheticCDO
fairUpfrontPremium() const (defined in SyntheticCDO)SyntheticCDO
fetchResults(const PricingEngine::results *) const SyntheticCDO [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
Instrument() (defined in Instrument)Instrument
isExpired() const SyntheticCDO [virtual]
LazyObject() (defined in LazyObject)LazyObject
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]
premiumLegNPV() const (defined in SyntheticCDO)SyntheticCDO
premiumValue() const (defined in SyntheticCDO)SyntheticCDO
protectionLegNPV() const (defined in SyntheticCDO)SyntheticCDO
protectionValue() const (defined in SyntheticCDO)SyntheticCDO
recalculate()LazyObject
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
remainingNotional() const SyntheticCDO
result(const std::string &tag) const Instrument
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const SyntheticCDO [virtual]
SyntheticCDO(const boost::shared_ptr< Basket > basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const Handle< YieldTermStructure > &yieldTS) (defined in SyntheticCDO)SyntheticCDO
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]