Swaption Member List
This is the complete list of members for Swaption, 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]
Call enum value (defined in Option)Option
engine_ (defined in Instrument)Instrument [protected]
errorEstimate() const Instrument
errorEstimate_ (defined in Instrument)Instrument [mutable, protected]
exercise() (defined in Option)Option
exercise_ (defined in Option)Option [protected]
fetchResults(const PricingEngine::results *) const Instrument [virtual]
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObject [mutable, protected]
impliedVolatility(Real price, const Handle< YieldTermStructure > &discountCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const Swaption
Instrument() (defined in Instrument)Instrument
isExpired() const Swaption [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
operator<<(std::ostream &, Option::Type)Option [related]
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Option(const boost::shared_ptr< Payoff > &payoff, const boost::shared_ptr< Exercise > &exercise) (defined in Option)Option
payoff() (defined in Option)Option
payoff_ (defined in Option)Option [protected]
performCalculations() const Instrument [protected, virtual]
Put enum value (defined in Option)Option
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
settlementType() const (defined in Swaption)Swaption
setupArguments(PricingEngine::arguments *) const Swaption [virtual]
setupExpired() const Instrument [protected, virtual]
Swaption(const boost::shared_ptr< VanillaSwap > &swap, const boost::shared_ptr< Exercise > &exercise, Settlement::Type delivery=Settlement::Physical) (defined in Swaption)Swaption
Type enum name (defined in Option)Option
type() const (defined in Swaption)Swaption
underlyingSwap() const (defined in Swaption)Swaption
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]