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

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
basketSize() const (defined in NthToDefault) | NthToDefault |
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
dayCounter() const (defined in NthToDefault) | NthToDefault |
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
fairPremium() const (defined in NthToDefault) | NthToDefault |
fetchResults(const PricingEngine::results *) const | Instrument | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
Instrument() (defined in Instrument) | Instrument |
isExpired() const | NthToDefault | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
nominal() const (defined in NthToDefault) | NthToDefault |
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | `[mutable, protected]`

NthToDefault(Size n, const std::vector< Handle< DefaultProbabilityTermStructure > > &probabilities, Real recoveryRate, const Handle< OneFactorCopula > &copula, Protection::Side side, Real nominal, const Schedule &premiumSchedule, Rate premiumRate, const DayCounter &dayCounter, bool settlePremiumAccrual, const Handle< YieldTermStructure > &yieldTS, const Period &integrationStepSize, boost::shared_ptr< Claim > claim=boost::shared_ptr< Claim >()) (defined in NthToDefault)

NthToDefault

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 |
premium() const (defined in NthToDefault) | NthToDefault |
rank() const (defined in NthToDefault) | NthToDefault |
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 |
setupArguments(PricingEngine::arguments *) const | Instrument | `[virtual]`
side() const (defined in NthToDefault) | NthToDefault |
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]`