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

CreditDefaultSwap Member List
This is the complete list of members for CreditDefaultSwap, 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]`
claim_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
conventionalSpread(Real conventionalRecovery, const Handle< YieldTermStructure > &discountCurve, const DayCounter &dayCounter) const | CreditDefaultSwap |
couponLegBPS() const | CreditDefaultSwap |
couponLegBPS_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[mutable, protected]`
couponLegNPV() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
couponLegNPV_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[mutable, protected]`
coupons() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
CreditDefaultSwap(Protection::Side side, Real notional, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &protectionStart=Date(), const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) | CreditDefaultSwap |
CreditDefaultSwap(Protection::Side side, Real notional, Rate upfront, Rate spread, const Schedule &schedule, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &protectionStart=Date(), const Date &upfrontDate=Date(), const boost::shared_ptr< Claim > &=boost::shared_ptr< Claim >()) | CreditDefaultSwap |
defaultLegNPV() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
defaultLegNPV_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[mutable, protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
fairSpread() const | CreditDefaultSwap |
fairSpread_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[mutable, protected]`
fairUpfront() const | CreditDefaultSwap |
fairUpfront_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[mutable, protected]`
fetchResults(const PricingEngine::results *) const | CreditDefaultSwap | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
impliedHazardRate(Real targetNPV, const Handle< YieldTermStructure > &discountCurve, const DayCounter &dayCounter, Real recoveryRate=0.4, Real accuracy=1.0e-6) const | CreditDefaultSwap |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | CreditDefaultSwap | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
leg_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
notifyObservers() | Observable |
notional() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
notional_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
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 |
paysAtDefaultTime() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
paysAtDefaultTime_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
performCalculations() const | Instrument | `[protected, virtual]`
protectionEndDate() const | CreditDefaultSwap |
protectionStart_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
protectionStartDate() const | CreditDefaultSwap |
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
runningSpread() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
runningSpread_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
settlesAccrual() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
settlesAccrual_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
setupArguments(PricingEngine::arguments *) const | CreditDefaultSwap | `[virtual]`
setupExpired() const | CreditDefaultSwap | `[protected, virtual]`
side() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
side_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
upfront() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
upfront_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
upfrontBPS() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
upfrontBPS_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[mutable, protected]`
upfrontNPV() const (defined in CreditDefaultSwap) | CreditDefaultSwap |
upfrontNPV_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[mutable, protected]`
upfrontPayment_ (defined in CreditDefaultSwap) | CreditDefaultSwap | `[protected]`
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]`