VanillaCap Member List

This is the complete list of members for VanillaCap, including all inherited members.
calculate() constLazyObject [protected]
Call enum value (defined in Option)Option
Cap enum value (defined in VanillaCapFloor)VanillaCapFloor
capRates() const (defined in VanillaCapFloor)VanillaCapFloor
Collar enum value (defined in VanillaCapFloor)VanillaCapFloor
description() constInstrument
engine_ (defined in Option)Option [protected]
errorEstimate() const (defined in Option)Option
errorEstimate_ (defined in Option)Option [mutable, protected]
Floor enum value (defined in VanillaCapFloor)VanillaCapFloor
floorRates() const (defined in VanillaCapFloor)VanillaCapFloor
freeze()LazyObject
Instrument(const std::string &isinCode="", const std::string &description="") (defined in Instrument)Instrument
isExpired() constInstrument
isExpired_ (defined in Instrument)Instrument [mutable, protected]
isinCode() constInstrument
LazyObject() (defined in LazyObject)LazyObject
leg() const (defined in VanillaCapFloor)VanillaCapFloor
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrument [mutable, protected]
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
operator=(const Observer &) (defined in Observer)Observer
Option(const Handle< PricingEngine > &engine, const std::string &isinCode="", const std::string &description="") (defined in Option)Option
performCalculations() constVanillaCapFloor [protected, virtual]
Put enum value (defined in Option)Option
recalculate()LazyObject
registerWith(const Handle< Observable > &) (defined in Observer)Observer
setPricingEngine(const Handle< PricingEngine > &) (defined in Option)Option
setupEngine() const (defined in VanillaCapFloor)VanillaCapFloor [protected, virtual]
Straddle enum value (defined in Option)Option
Type enum name (defined in VanillaCapFloor)VanillaCapFloor
type() const (defined in VanillaCapFloor)VanillaCapFloor
unfreeze()LazyObject
unregisterWith(const Handle< Observable > &) (defined in Observer)Observer
update()LazyObject [virtual]
VanillaCap(const std::vector< Handle< CashFlow > > &floatingLeg, const std::vector< Rate > &exerciseRates, const RelinkableHandle< TermStructure > &termStructure, const Handle< PricingEngine > &engine) (defined in VanillaCap)VanillaCap
VanillaCapFloor(Type type, const std::vector< Handle< CashFlow > > &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const RelinkableHandle< TermStructure > &termStructure, const Handle< PricingEngine > &engine) (defined in VanillaCapFloor)VanillaCapFloor
~Instrument() (defined in Instrument)Instrument [virtual]
~LazyObject() (defined in LazyObject)LazyObject [virtual]
~Observable() (defined in Observable)Observable [virtual]
~Observer() (defined in Observer)Observer [virtual]
~Option() (defined in Option)Option [virtual]

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