QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
BlackIborCouponPricer Member List

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

accrualPeriod_ (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
adjustedFixing(Rate fixing=Null< Rate >()) const (defined in BlackIborCouponPricer)BlackIborCouponPricerprotectedvirtual
BivariateLognormal enum value (defined in BlackIborCouponPricer)BlackIborCouponPricer
Black76 enum value (defined in BlackIborCouponPricer)BlackIborCouponPricer
BlackIborCouponPricer(const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >(), const TimingAdjustment timingAdjustment=Black76, const Handle< Quote > &correlation=Handle< Quote >(ext::shared_ptr< Quote >(new SimpleQuote(1.0)))) (defined in BlackIborCouponPricer)BlackIborCouponPricer
capletPrice(Rate effectiveCap) const (defined in BlackIborCouponPricer)BlackIborCouponPricervirtual
capletRate(Rate effectiveCap) const (defined in BlackIborCouponPricer)BlackIborCouponPricervirtual
capletVolatility() const (defined in IborCouponPricer)IborCouponPricer
coupon_ (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
deepUpdate()Observervirtual
discount_ (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
floorletPrice(Rate effectiveFloor) const (defined in BlackIborCouponPricer)BlackIborCouponPricervirtual
floorletRate(Rate effectiveFloor) const (defined in BlackIborCouponPricer)BlackIborCouponPricervirtual
gearing_ (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
IborCouponPricer(const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) (defined in IborCouponPricer)IborCouponPricerexplicit
index_ (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
initialize(const FloatingRateCoupon &coupon) (defined in BlackIborCouponPricer)BlackIborCouponPricervirtual
iterator typedef (defined in Observer)Observer
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
optionletPrice(Option::Type optionType, Real effStrike) const (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
registerWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
setCapletVolatility(const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) (defined in IborCouponPricer)IborCouponPricer
spread_ (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
spreadLegValue_ (defined in BlackIborCouponPricer)BlackIborCouponPricerprotected
swapletPrice() const (defined in BlackIborCouponPricer)BlackIborCouponPricervirtual
swapletRate() const (defined in BlackIborCouponPricer)BlackIborCouponPricervirtual
TimingAdjustment enum name (defined in BlackIborCouponPricer)BlackIborCouponPricer
unregisterWith(const ext::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()FloatingRateCouponPricervirtual
~FloatingRateCouponPricer() (defined in FloatingRateCouponPricer)FloatingRateCouponPricervirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual