ForwardRateAgreement Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutable protected
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
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
deepUpdate() | Observer | virtual
discountCurve() const | Forward |
discountCurve_ (defined in Forward) | Forward | protected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | protected
fetchResults(const PricingEngine::results *) const | Instrument | virtual
fixingDate() const (defined in ForwardRateAgreement) | ForwardRateAgreement |
Forward(const DayCounter &dayCounter, const Calendar &calendar, BusinessDayConvention businessDayConvention, Natural settlementDays, const ext::shared_ptr< Payoff > &payoff, const Date &valueDate, const Date &maturityDate, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >()) (defined in Forward) | Forward | protected
forwardRate() const | ForwardRateAgreement |
forwardRate_ | ForwardRateAgreement | mutable protected
ForwardRateAgreement(const Date &valueDate, const Date &maturityDate, Position::Type type, Rate strikeForwardRate, Real notionalAmount, const ext::shared_ptr< IborIndex > &index, const Handle< YieldTermStructure > &discountCurve=Handle< YieldTermStructure >(), bool useIndexedCoupon=true) (defined in ForwardRateAgreement) | ForwardRateAgreement |
forwardValue() const | Forward | virtual
fraType_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
impliedYield(Real underlyingSpotValue, Real forwardValue, Date settlementDate, Compounding compoundingConvention, const DayCounter &dayCounter) | Forward |
incomeDiscountCurve() const | Forward |
incomeDiscountCurve_ | Forward | protected
index_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | ForwardRateAgreement | virtual
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate_ | Forward | protected
notifyObservers() | Observable |
notionalAmount_ (defined in ForwardRateAgreement) | ForwardRateAgreement | 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 |
payoff_ (defined in Forward) | Forward | protected
performCalculations() const | ForwardRateAgreement | protected virtual
recalculate() | LazyObject |
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
result(const std::string &tag) const | Instrument |
set_type typedef (defined in Observer) | Observer |
setPricingEngine(const ext::shared_ptr< PricingEngine > &) | Instrument |
settlementDate() const | ForwardRateAgreement | virtual
settlementDays_ (defined in Forward) | Forward | protected
setupArguments(PricingEngine::arguments *) const | Instrument | virtual
setupExpired() const | ForwardRateAgreement | protected virtual
spotIncome(const Handle< YieldTermStructure > &incomeDiscountCurve) const | ForwardRateAgreement | virtual
spotValue() const | ForwardRateAgreement | virtual
strikeForwardRate_ | ForwardRateAgreement | protected
underlyingIncome_ | Forward | mutable protected
underlyingSpotValue_ | Forward | mutable protected
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
useIndexedCoupon_ (defined in ForwardRateAgreement) | ForwardRateAgreement | protected
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