QuantLib: Member List

### A free/open-source library for quantitative finance

# ConvertibleZeroCouponBond Member List

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

accruedAmount(Date d=Date()) const | Bond | `[virtual]`
additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
Bond(Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &maturityDate, const Date &issueDate=Null< Date >(), const Leg &leg=std::vector< boost::shared_ptr< CashFlow > >()) (defined in Bond) | Bond |
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
calendar() const (defined in Bond) | Bond |
calendar_ (defined in Bond) | Bond | `[protected]`
callability() const (defined in ConvertibleBond) | ConvertibleBond |
callability_ (defined in ConvertibleBond) | ConvertibleBond | `[protected]`
cashflows() const | Bond |
cashflows_ (defined in Bond) | Bond | `[protected]`
cleanPrice() const | Bond |
cleanPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
cleanPriceFromZSpread(Spread zSpread, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
conversionRatio() const (defined in ConvertibleBond) | ConvertibleBond |
conversionRatio_ (defined in ConvertibleBond) | ConvertibleBond | `[protected]`
ConvertibleBond(const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const DayCounter &dayCounter, const Schedule &schedule, Real redemption) (defined in ConvertibleBond) | ConvertibleBond | `[protected]`
ConvertibleZeroCouponBond(const boost::shared_ptr< Exercise > &exercise, Real conversionRatio, const DividendSchedule &dividends, const CallabilitySchedule &callability, const Handle< Quote > &creditSpread, const Date &issueDate, Natural settlementDays, const DayCounter &dayCounter, const Schedule &schedule, Real redemption=100) (defined in ConvertibleZeroCouponBond) | ConvertibleZeroCouponBond |
creditSpread() const (defined in ConvertibleBond) | ConvertibleBond |
creditSpread_ (defined in ConvertibleBond) | ConvertibleBond | `[protected]`
currentCoupon(Date d=Date()) const | Bond |
dirtyPrice() const | Bond |
dirtyPrice(Rate yield, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
dirtyPriceFromZSpread(Spread zSpread, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date()) const | Bond |
dividends() const (defined in ConvertibleBond) | ConvertibleBond |
dividends_ (defined in ConvertibleBond) | ConvertibleBond | `[protected]`
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
faceAmount() const (defined in Bond) | Bond |
faceAmount_ (defined in Bond) | Bond | `[protected]`
fetchResults(const PricingEngine::results *) const | Instrument | `[virtual]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
Instrument() (defined in Instrument) | Instrument |
isExpired() const | Bond | `[virtual]`
issueDate() const (defined in Bond) | Bond |
issueDate_ (defined in Bond) | Bond | `[protected]`
LazyObject() (defined in LazyObject) | LazyObject |
maturityDate() const (defined in Bond) | Bond |
maturityDate_ (defined in Bond) | Bond | `[protected]`
notifyObservers() | Observable |
NPV() const | Instrument |
NPV_ (defined in Instrument) | Instrument | `[mutable, protected]`
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
option_ (defined in ConvertibleBond) | ConvertibleBond | `[protected]`
performCalculations() const | ConvertibleBond | `[protected, virtual]`
previousCoupon(Date d=Date()) const | Bond |
recalculate() | LazyObject |
redemption() const (defined in Bond) | Bond |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
settlementDate(const Date &d=Date()) const (defined in Bond) | Bond |
settlementDays() const (defined in Bond) | Bond |
settlementDays_ (defined in Bond) | Bond | `[protected]`
setupArguments(PricingEngine::arguments *) const | Bond | `[protected, virtual]`
setupExpired() const | Instrument | `[protected, virtual]`
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
yield(const DayCounter &dc, Compounding comp, Frequency freq, Real accuracy=1.0e-8, Size maxEvaluations=100) const | Bond |
yield(Real cleanPrice, const DayCounter &dc, Compounding comp, Frequency freq, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const | Bond |
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`