1
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
4
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
5
<meta name="robots" content="none">
6
<title>QuantLib: Member List</title>
7
<link rel="stylesheet" href="quantlib.css" type="text/css">
8
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
9
<link rel="icon" href="favicon.ico" type="image/x-icon">
14
"Layout table: navigation bar in the first cell, contents in the second cell"
21
<img class= "addtopspace" src="QL-small.jpg"
22
alt="QuantLib Logo"></div>
23
<h3 class="navbartitle">QuantLib 0.3.9</h3>
25
<a href="http://quantlib.org/">http://quantlib.org</a></div>
29
<h3 class="navbartitle">Getting started</h3>
31
<ul class="navlinklist">
32
<li><a class="navlink" href="index.html">Introduction</a></li>
33
<li><a class="navlink" href="overview.html">Project overview</a></li>
34
<li><a class="navlink" href="where.html">Where to get QuantLib</a></li>
35
<li><a class="navlink" href="install.html">Installation</a></li>
36
<li><a class="navlink" href="config.html">Configuration</a></li>
37
<li><a class="navlink" href="usage.html">Usage</a></li>
38
<li><a class="navlink" href="faq.html">Frequently asked questions</a></li>
39
<li><a class="navlink" href="history.html">Version history</a></li>
40
<li><a class="navlink" href="resources.html">Additional resources</a></li>
41
<li><a class="navlink" href="group.html">The QuantLib group</a></li>
42
<li><a class="navlink" href="license.html">Copyright and license</a></li>
47
<h3 class="navbartitle">Reference manual</h3>
49
<ul class="navlinklist">
50
<li><a class="navlink" href="modules.html">Modules</a></li>
51
<li><a class="navlink" href="hierarchy.html">Class Hierarchy</a></li>
52
<li><a class="navlink" href="annotated.html">Compound List</a></li>
53
<li><a class="navlink" href="files.html">File List</a></li>
54
<li><a class="navlink" href="functions.html">Compound Members</a></li>
55
<li><a class="navlink" href="globals.html">File Members</a></li>
56
<li><a class="navlink" href="todo.html">Todo List</a></li>
57
<li><a class="navlink" href="bug.html">Known Bugs</a></li>
58
<li><a class="navlink" href="test.html">Test Suite</a></li>
59
<li><a class="navlink" href="deprecated.html">Deprecated Features</a></li>
60
<li><a class="navlink" href="examples.html">Examples</a></li>
65
<!--Doxygen-generated content-->
67
<!-- Generated by Doxygen 1.4.2 -->
68
<h1>Collar Member List</h1>This is the complete list of members for <a class="el" href="class_quant_lib_1_1_collar.html">Collar</a>, including all inherited members.<p><table>
69
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_instrument.html#z66_0">calculate</a>() const </td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td><code> [protected, virtual]</code></td></tr>
70
<tr bgcolor="#f0f0f0"><td><b>calculated_</b> (defined in <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a>)</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td><code> [mutable, protected]</code></td></tr>
71
<tr bgcolor="#f0f0f0"><td><b>Cap</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
72
<tr bgcolor="#f0f0f0"><td><b>CapFloor</b>(Type type, const std::vector< boost::shared_ptr< CashFlow > > &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine) (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
73
<tr bgcolor="#f0f0f0"><td><b>capRates</b>() const (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
74
<tr bgcolor="#f0f0f0"><td><b>Collar</b>(const std::vector< boost::shared_ptr< CashFlow > > &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine) (defined in <a class="el" href="class_quant_lib_1_1_collar.html">Collar</a>)</td><td><a class="el" href="class_quant_lib_1_1_collar.html">Collar</a></td><td></td></tr>
75
<tr bgcolor="#f0f0f0"><td><b>Collar</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
76
<tr bgcolor="#f0f0f0"><td><b>engine_</b> (defined in <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a>)</td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td><code> [protected]</code></td></tr>
77
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_instrument.html#z64_1">errorEstimate</a>() const </td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td></td></tr>
78
<tr bgcolor="#f0f0f0"><td><b>errorEstimate_</b> (defined in <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a>)</td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td><code> [mutable, protected]</code></td></tr>
79
<tr bgcolor="#f0f0f0"><td><b>Floor</b> enum value (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
80
<tr bgcolor="#f0f0f0"><td><b>floorRates</b>() const (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
81
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_lazy_object.html#z128_1">freeze</a>()</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td></td></tr>
82
<tr bgcolor="#f0f0f0"><td><b>frozen_</b> (defined in <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a>)</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td><code> [mutable, protected]</code></td></tr>
83
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_cap_floor.html#a2">impliedVolatility</a>(Real price, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=QL_MIN_VOLATILITY, Volatility maxVol=QL_MAX_VOLATILITY) const </td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
84
<tr bgcolor="#f0f0f0"><td><b>Instrument</b>() (defined in <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a>)</td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td></td></tr>
85
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_cap_floor.html#z70_0">isExpired</a>() const </td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td><code> [virtual]</code></td></tr>
86
<tr bgcolor="#f0f0f0"><td><b>LazyObject</b>() (defined in <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a>)</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td></td></tr>
87
<tr bgcolor="#f0f0f0"><td><b>leg</b>() const (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
88
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_observable.html#a1">notifyObservers</a>()</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td></td></tr>
89
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_instrument.html#z64_0">NPV</a>() const </td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td></td></tr>
90
<tr bgcolor="#f0f0f0"><td><b>NPV_</b> (defined in <a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a>)</td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td><code> [mutable, protected]</code></td></tr>
91
<tr bgcolor="#f0f0f0"><td><b>Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
92
<tr bgcolor="#f0f0f0"><td><b>Observer</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
93
<tr bgcolor="#f0f0f0"><td><b>operator=</b>(const Observer &) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
94
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_instrument.html#z66_2">performCalculations</a>() const </td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td><code> [protected, virtual]</code></td></tr>
95
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_lazy_object.html#z128_0">recalculate</a>()</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td></td></tr>
96
<tr bgcolor="#f0f0f0"><td><b>registerWith</b>(const boost::shared_ptr< T > &h) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
97
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_instrument.html#z65_0">setPricingEngine</a>(const boost::shared_ptr< PricingEngine > &)</td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td></td></tr>
98
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_cap_floor.html#a1">setupArguments</a>(Arguments *) const </td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td><code> [virtual]</code></td></tr>
99
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_instrument.html#z66_1">setupExpired</a>() const </td><td><a class="el" href="class_quant_lib_1_1_instrument.html">Instrument</a></td><td><code> [protected, virtual]</code></td></tr>
100
<tr bgcolor="#f0f0f0"><td><b>Type</b> enum name (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
101
<tr bgcolor="#f0f0f0"><td><b>type</b>() const (defined in <a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a>)</td><td><a class="el" href="class_quant_lib_1_1_cap_floor.html">CapFloor</a></td><td></td></tr>
102
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_lazy_object.html#z128_2">unfreeze</a>()</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td></td></tr>
103
<tr bgcolor="#f0f0f0"><td><b>unregisterWith</b>(const boost::shared_ptr< T > &h) (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td></td></tr>
104
<tr class="memlist"><td><a class="el" href="class_quant_lib_1_1_lazy_object.html#z127_0">update</a>()</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td><code> [virtual]</code></td></tr>
105
<tr bgcolor="#f0f0f0"><td><b>~LazyObject</b>() (defined in <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a>)</td><td><a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td><td><code> [virtual]</code></td></tr>
106
<tr bgcolor="#f0f0f0"><td><b>~Observable</b>() (defined in <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a>)</td><td><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td><td><code> [virtual]</code></td></tr>
107
<tr bgcolor="#f0f0f0"><td><b>~Observer</b>() (defined in <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a>)</td><td><a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td><td><code> [virtual]</code></td></tr>
116
<table align="top" width="100%">
118
<td align="middle" width="33%">
119
<strong>QuantLib.org</strong><br>
120
<a href="http://quantlib.org/">
121
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
124
<td align="middle" width="33%">
125
<strong>Hosted by</strong><br>
126
<a href="http://sourceforge.net"><img src=
127
"sfnetlogo.png" width="88" height="31"
128
border="0" alt="SourceForge.net Logo"></a>
130
<td align="middle" width="33%">
131
<strong>Documentation generated by</strong><br>
132
<a href="http://www.doxygen.org">
133
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>