### A free/open-source library for quantitative finance

Forward Member List
This is the complete list of members for Forward, including all inherited members.

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
businessDayConvention() const (defined in Forward) | Forward |
businessDayConvention_ (defined in Forward) | Forward | `[protected]`
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
calendar() const (defined in Forward) | Forward |
calendar_ (defined in Forward) | Forward | `[protected]`
dayCounter() const (defined in Forward) | Forward |
dayCounter_ (defined in Forward) | Forward | `[protected]`
discountCurve() const | Forward |
discountCurve_ (defined in Forward) | Forward | `[protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
fetchResults(const PricingEngine::results *) const | Instrument | `[virtual]`
Forward(const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, const boost::shared_ptr< Payoff > &payoff, const Date &valueDate, const Date &maturityDate, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Forward) | Forward | `[protected]`
forwardValue() const | Forward | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter) | Forward |
incomeDiscountCurve() const | Forward |
incomeDiscountCurve_ | Forward | `[protected]`
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Forward | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate_ | Forward | `[protected]`
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 |
payoff_ (defined in Forward) | Forward | `[protected]`
performCalculations() const | Forward | `[protected, virtual]`
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 |
settlementDate() const (defined in Forward) | Forward | `[virtual]`
settlementDays_ (defined in Forward) | Forward | `[protected]`
setupArguments(PricingEngine::arguments *) const | Instrument | `[virtual]`
setupExpired() const | Instrument | `[protected, virtual]`
spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) const =0 | Forward | `[pure virtual]`
spotValue() const =0 | Forward | `[pure virtual]`
underlyingIncome_ | Forward | `[mutable, protected]`
underlyingSpotValue_ | Forward | `[mutable, protected]`
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]`
valueDate_ | Forward | `[protected]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`