SwaptionHelper Member List

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

addTimesTo(std::list< Time > &times) const (defined in SwaptionHelper) | SwaptionHelper | virtual
alwaysForward_ (defined in LazyObject) | LazyObject | mutable protected
alwaysForwardNotifications() | LazyObject |
blackPrice(Volatility volatility) const | SwaptionHelper | virtual
calculate() const | LazyObject | protected virtual
calculated_ (defined in LazyObject) | LazyObject | mutable protected
calibrationError() | CalibrationHelper | virtual
CalibrationErrorType enum name (defined in CalibrationHelper) | CalibrationHelper |
CalibrationHelper(const Handle< Quote > &volatility, const Handle< YieldTermStructure > &termStructure, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in CalibrationHelper) | CalibrationHelper |
deepUpdate() | Observer | virtual
engine_ (defined in CalibrationHelper) | CalibrationHelper | protected
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | mutable protected
impliedVolatility(Real targetValue, Real accuracy, Size maxEvaluations, Volatility minVol, Volatility maxVol) const | CalibrationHelper |
ImpliedVolError enum value (defined in CalibrationHelper) | CalibrationHelper |
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
marketValue() const | CalibrationHelper |
marketValue_ (defined in CalibrationHelper) | CalibrationHelper | mutable protected
modelValue() const | SwaptionHelper | virtual
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 |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
PriceError enum value (defined in CalibrationHelper) | CalibrationHelper |
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const boost::shared_ptr< Observer > &) | Observer |
RelativePriceError enum value (defined in CalibrationHelper) | CalibrationHelper |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const boost::shared_ptr< PricingEngine > &engine) (defined in CalibrationHelper) | CalibrationHelper |
shift_ (defined in CalibrationHelper) | CalibrationHelper | protected
swaption() const (defined in SwaptionHelper) | SwaptionHelper |

SwaptionHelper(const Period &maturity, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in SwaptionHelper)

SwaptionHelper

SwaptionHelper(const Date &exerciseDate, const Period &length, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in SwaptionHelper)

SwaptionHelper

SwaptionHelper(const Date &exerciseDate, const Date &endDate, const Handle< Quote > &volatility, const boost::shared_ptr< IborIndex > &index, const Period &fixedLegTenor, const DayCounter &fixedLegDayCounter, const DayCounter &floatingLegDayCounter, const Handle< YieldTermStructure > &termStructure, CalibrationHelper::CalibrationErrorType errorType=CalibrationHelper::RelativePriceError, const Real strike=Null< Real >(), const Real nominal=1.0, const VolatilityType type=ShiftedLognormal, const Real shift=0.0) (defined in SwaptionHelper)

SwaptionHelper

termStructure_ (defined in CalibrationHelper) | CalibrationHelper | protected
underlyingSwap() const (defined in SwaptionHelper) | SwaptionHelper |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
volatility() const | CalibrationHelper |
volatility_ (defined in CalibrationHelper) | CalibrationHelper | protected
volatilityType() const | CalibrationHelper |
volatilityType_ (defined in CalibrationHelper) | CalibrationHelper | protected
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual