ConvertibleFixedCouponBond Member List

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

accruedAmount(Date d=Date()) const | Bond | virtual
additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | mutable protected
addRedemptionsToCashflows(const std::vector< Real > &redemptions=std::vector< Real >()) | Bond | protected
alwaysForward_ (defined in LazyObject) | LazyObject | protected
alwaysForwardNotifications() | LazyObject |
Bond(Natural settlementDays, const Calendar &calendar, const Date &issueDate=Date(), const Leg &coupons=Leg()) | Bond |
Bond(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Date(), const Leg &cashflows=Leg()) | Bond |
calculate() const | Instrument | protected virtual
calculated_ (defined in LazyObject) | LazyObject | mutable protected
calculateNotionalsFromCashflows() | Bond | protected
calendar() const (defined in Bond) | Bond |
calendar_ (defined in Bond) | Bond | protected
callability() const (defined in ConvertibleBond) | ConvertibleBond |
callability_ (defined in ConvertibleBond) | ConvertibleBond | protected
cashflows() const | Bond |
cashflows_ (defined in Bond) | Bond | protected
cleanPrice() const | Bond |
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
conversionRatio() const (defined in ConvertibleBond) | ConvertibleBond |
conversionRatio_ (defined in ConvertibleBond) | ConvertibleBond | protected
ConvertibleBond(const ext::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const Schedule &schedule, Real redemption) (defined in ConvertibleBond) | ConvertibleBond | protected

ConvertibleFixedCouponBond(const ext::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const std::vector< Rate > &coupons, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100, const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false) (defined in ConvertibleFixedCouponBond)

ConvertibleFixedCouponBond

creditSpread() const (defined in ConvertibleBond) | ConvertibleBond |
creditSpread_ (defined in ConvertibleBond) | ConvertibleBond | protected
deepUpdate() | Bond | virtual
dirtyPrice() const | Bond |
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
dividends() const (defined in ConvertibleBond) | ConvertibleBond |
dividends_ (defined in ConvertibleBond) | ConvertibleBond | protected
engine_ (defined in Instrument) | Instrument | protected
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | protected
fetchResults(const PricingEngine::results *) const | Bond | protected virtual
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | protected
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Bond | virtual
issueDate() const (defined in Bond) | Bond |
issueDate_ (defined in Bond) | Bond | protected
isTradable(Date d=Date()) const (defined in Bond) | Bond |
iterator typedef (defined in Observer) | Observer |
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate() const (defined in Bond) | Bond |
maturityDate_ (defined in Bond) | Bond | protected
nextCashFlowDate(Date d=Date()) const (defined in Bond) | Bond |
nextCouponRate(Date d=Date()) const | Bond | virtual
notifyObservers() | Observable |
notional(Date d=Date()) const (defined in Bond) | Bond | virtual
notionals() const (defined in Bond) | Bond |
notionals_ (defined in Bond) | Bond | protected
notionalSchedule_ (defined in Bond) | Bond | 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 |
option_ (defined in ConvertibleBond) | ConvertibleBond | protected
performCalculations() const | ConvertibleBond | protected virtual
previousCashFlowDate(Date d=Date()) const (defined in Bond) | Bond |
previousCouponRate(Date d=Date()) const | Bond |
recalculate() | LazyObject |
redemption() const | Bond |
redemptions() const | Bond |
redemptions_ (defined in Bond) | Bond | protected
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 |
setSingleRedemption(Real notional, Real redemption, const Date &date) | Bond | protected
setSingleRedemption(Real notional, const ext::shared_ptr< CashFlow > &redemption) | Bond | protected
settlementDate(Date d=Date()) const (defined in Bond) | Bond |
settlementDays() const (defined in Bond) | Bond |
settlementDays_ (defined in Bond) | Bond | protected
settlementValue() const | Bond |
settlementValue(Real cleanPrice) const | Bond |
settlementValue_ (defined in Bond) | Bond | mutable protected
setupArguments(PricingEngine::arguments *) const | Bond | protected virtual
setupExpired() const | Bond | protected virtual
startDate() const (defined in Bond) | Bond |
unfreeze() | LazyObject |
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | LazyObject | virtual
valuationDate() const | Instrument |
valuationDate_ (defined in Instrument) | Instrument | mutable protected
yield(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) const | Bond |
yield(Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100, Real guess=0.05, Bond::Price::Type priceType=Bond::Price::Clean) const | Bond |
~LazyObject() (defined in LazyObject) | LazyObject | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual