QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
LognormalCmsSpreadPricer Member List

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

capletPrice(Rate effectiveCap) const (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricervirtual
capletRate(Rate effectiveCap) const (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricervirtual
CmsSpreadCouponPricer(const Handle< Quote > &correlation=Handle< Quote >()) (defined in CmsSpreadCouponPricer)CmsSpreadCouponPricerexplicit
correlation() const (defined in CmsSpreadCouponPricer)CmsSpreadCouponPricer
deepUpdate()Observervirtual
floorletPrice(Rate effectiveFloor) const (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricervirtual
floorletRate(Rate effectiveFloor) const (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricervirtual
flushCache() (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricer
iterator typedef (defined in Observer)Observer
LognormalCmsSpreadPricer(const boost::shared_ptr< CmsCouponPricer > cmsPricer, const Handle< Quote > &correlation, const Handle< YieldTermStructure > &couponDiscountCurve=Handle< YieldTermStructure >(), const Size IntegrationPoints=16, const boost::optional< VolatilityType > volatilityType=boost::none, const Real shift1=Null< Real >(), const Real shift2=Null< Real >()) (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricer
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
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
setCorrelation(const Handle< Quote > &correlation=Handle< Quote >()) (defined in CmsSpreadCouponPricer)CmsSpreadCouponPricer
swapletPrice() const (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricervirtual
swapletRate() const (defined in LognormalCmsSpreadPricer)LognormalCmsSpreadPricervirtual
unregisterWith(const boost::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