SpreadCdsHelper Member List

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

accept(AcyclicVisitor &) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | virtual
BootstrapHelper(const Handle< Quote > &quote) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | explicit
BootstrapHelper(Real quote) (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | explicit
calendar_ (defined in CdsHelper) | CdsHelper | protected

CdsHelper(const Handle< Quote > &quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in CdsHelper)

CdsHelper

CdsHelper(Rate quote, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in CdsHelper)

CdsHelper

dayCounter_ (defined in CdsHelper) | CdsHelper | protected
deepUpdate() | Observer | virtual
discountCurve_ (defined in CdsHelper) | CdsHelper | protected
earliestDate() const | BootstrapHelper< TS > | virtual
earliestDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected
evaluationDate_ (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | protected
frequency_ (defined in CdsHelper) | CdsHelper | protected
impliedQuote() const (defined in SpreadCdsHelper) | SpreadCdsHelper | virtual
initializeDates() (defined in CdsHelper) | CdsHelper | protected virtual
iterator typedef (defined in Observer) | Observer |
lastPeriodDC_ (defined in CdsHelper) | CdsHelper | protected
latestDate() const | BootstrapHelper< TS > | virtual
latestDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected
latestRelevantDate() const | BootstrapHelper< TS > | virtual
latestRelevantDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected
maturityDate() const | BootstrapHelper< TS > | virtual
maturityDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected
model_ (defined in CdsHelper) | CdsHelper | protected
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
operator=(const Observer &) (defined in Observer) | Observer |
QuantLib::Observable::operator=(const Observable &) | Observable |
paymentConvention_ (defined in CdsHelper) | CdsHelper | protected
paysAtDefaultTime_ (defined in CdsHelper) | CdsHelper | protected
pillarDate() const | BootstrapHelper< TS > | virtual
pillarDate_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected
probability_ (defined in CdsHelper) | CdsHelper | protected
protectionStart_ | CdsHelper | protected
quote() const (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > |
quote_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected
quoteError() const (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > |
rebatesAccrual_ (defined in CdsHelper) | CdsHelper | protected
recoveryRate_ (defined in CdsHelper) | CdsHelper | protected
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
registerWithObservables(const ext::shared_ptr< Observer > &) | Observer |
RelativeDateBootstrapHelper(const Handle< Quote > &quote) (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | explicit
RelativeDateBootstrapHelper(Real quote) (defined in RelativeDateBootstrapHelper< TS >) | RelativeDateBootstrapHelper< TS > | explicit
rule_ (defined in CdsHelper) | CdsHelper | protected
schedule_ (defined in CdsHelper) | CdsHelper | protected
set_type typedef (defined in Observer) | Observer |
setTermStructure(DefaultProbabilityTermStructure *) (defined in CdsHelper) | CdsHelper |
QuantLib::RelativeDateBootstrapHelper::setTermStructure(TS *) | BootstrapHelper< TS > | virtual
settlementDays_ (defined in CdsHelper) | CdsHelper | protected
settlesAccrual_ (defined in CdsHelper) | CdsHelper | protected

SpreadCdsHelper(const Handle< Quote > &runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in SpreadCdsHelper)

SpreadCdsHelper

SpreadCdsHelper(Rate runningSpread, const Period &tenor, Integer settlementDays, const Calendar &calendar, Frequency frequency, BusinessDayConvention paymentConvention, DateGeneration::Rule rule, const DayCounter &dayCounter, Real recoveryRate, const Handle< YieldTermStructure > &discountCurve, bool settlesAccrual=true, bool paysAtDefaultTime=true, const Date &startDate=Date(), const DayCounter &lastPeriodDayCounter=DayCounter(), bool rebatesAccrual=true, CreditDefaultSwap::PricingModel model=CreditDefaultSwap::Midpoint) (defined in SpreadCdsHelper)

SpreadCdsHelper

startDate_ (defined in CdsHelper) | CdsHelper | protected
swap() const (defined in CdsHelper) | CdsHelper |
swap_ (defined in CdsHelper) | CdsHelper | protected
tenor_ (defined in CdsHelper) | CdsHelper | protected
termStructure_ (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | protected
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer) | Observer |
unregisterWithAll() (defined in Observer) | Observer |
update() | CdsHelper | virtual
~BootstrapHelper() (defined in BootstrapHelper< TS >) | BootstrapHelper< TS > | virtual
~Observable() (defined in Observable) | Observable | virtual
~Observer() (defined in Observer) | Observer | virtual