UpfrontCdsHelper Member List
This is the complete list of members for UpfrontCdsHelper, including all inherited members.
accept(AcyclicVisitor &) (defined in BootstrapHelper< TS >)BootstrapHelper< TS > [virtual]
BootstrapHelper(const Handle< Quote > &quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
BootstrapHelper(Real quote) (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
calendar_ (defined in CdsHelper)CdsHelper [protected]
CdsHelper(const Handle< Quote > &quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true) (defined in CdsHelper)CdsHelper
CdsHelper(Rate quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true) (defined in CdsHelper)CdsHelper
dayCounter_ (defined in CdsHelper)CdsHelper [protected]
discountCurve_ (defined in CdsHelper)CdsHelper [protected]
earliestDate() const BootstrapHelper< TS > [virtual]
earliestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS > [protected]
evaluationDate_ (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS > [protected]
frequency_ (defined in CdsHelper)CdsHelper [protected]
impliedQuote() const (defined in UpfrontCdsHelper)UpfrontCdsHelper [virtual]
initializeDates() (defined in UpfrontCdsHelper)UpfrontCdsHelper [virtual]
latestDate() const BootstrapHelper< TS > [virtual]
latestDate_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS > [protected]
notifyObservers()Observable
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=(const Observer &) (defined in Observer)Observer
QuantLib::Observable::operator=(const Observable &)Observable
paymentConvention_ (defined in CdsHelper)CdsHelper [protected]
paysAtDefaultTime_ (defined in CdsHelper)CdsHelper [protected]
probability_ (defined in CdsHelper)CdsHelper [protected]
protectionStart_CdsHelper [protected]
quote() const (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
quote_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS > [protected]
quoteError() const (defined in BootstrapHelper< TS >)BootstrapHelper< TS >
recoveryRate_ (defined in CdsHelper)CdsHelper [protected]
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
RelativeDateBootstrapHelper(const Handle< Quote > &quote) (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >
RelativeDateBootstrapHelper(Real quote) (defined in RelativeDateBootstrapHelper< TS >)RelativeDateBootstrapHelper< TS >
rule_ (defined in CdsHelper)CdsHelper [protected]
schedule_ (defined in CdsHelper)CdsHelper [protected]
setTermStructure(DefaultProbabilityTermStructure *) (defined in CdsHelper)CdsHelper
QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *)BootstrapHelper< TS > [virtual]
settlementDays_ (defined in CdsHelper)CdsHelper [protected]
settlesAccrual_ (defined in CdsHelper)CdsHelper [protected]
swap_ (defined in CdsHelper)CdsHelper [protected]
tenor_ (defined in CdsHelper)CdsHelper [protected]
termStructure_ (defined in BootstrapHelper< TS >)BootstrapHelper< TS > [protected]
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
update()CdsHelper [protected, virtual]
UpfrontCdsHelper(const Handle< Quote > &upfront, Rate runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, Natural upfrontSettlementDays=0, bool settlesAccrual=true, bool paysAtDefaultTime=true)UpfrontCdsHelper
UpfrontCdsHelper(Rate upfront, Rate runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, Natural upfrontSettlementDays=0, bool settlesAccrual=true, bool paysAtDefaultTime=true)UpfrontCdsHelper
~BootstrapHelper() (defined in BootstrapHelper< TS >)BootstrapHelper< TS > [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]