QuantLib: Member List

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

# CapFloor Member List

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

additionalResults() const | Instrument |
additionalResults_ (defined in Instrument) | Instrument | `[mutable, protected]`
atmRate(const YieldTermStructure &discountCurve) const (defined in CapFloor) | CapFloor |
calculate() const | Instrument | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
Cap enum value (defined in CapFloor) | CapFloor |
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) (defined in CapFloor) | CapFloor |
CapFloor(Type type, const Leg &floatingLeg, const std::vector< Rate > &strikes) (defined in CapFloor) | CapFloor |
capRates() const (defined in CapFloor) | CapFloor |
Collar enum value (defined in CapFloor) | CapFloor |
engine_ (defined in Instrument) | Instrument | `[protected]`
errorEstimate() const | Instrument |
errorEstimate_ (defined in Instrument) | Instrument | `[mutable, protected]`
fetchResults(const PricingEngine::results *) const | Instrument | `[virtual]`
floatingLeg() const (defined in CapFloor) | CapFloor |
Floor enum value (defined in CapFloor) | CapFloor |
floorRates() const (defined in CapFloor) | CapFloor |
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
impliedVolatility(Real price, const Handle< YieldTermStructure > &discountCurve, Real accuracy=1.0e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const | CapFloor |
Instrument() (defined in Instrument) | Instrument |
isExpired() const | CapFloor | `[virtual]`
lastFloatingRateCoupon() const (defined in CapFloor) | CapFloor |
LazyObject() (defined in LazyObject) | LazyObject |
leg() const (defined in CapFloor) | CapFloor |
maturityDate() const (defined in CapFloor) | CapFloor |
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 |
performCalculations() const | Instrument | `[protected, virtual]`
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
result(const std::string &tag) const | Instrument |
setPricingEngine(const boost::shared_ptr< PricingEngine > &) | Instrument |
setupArguments(PricingEngine::arguments *) const | CapFloor | `[virtual]`
setupExpired() const | Instrument | `[protected, virtual]`
startDate() const (defined in CapFloor) | CapFloor |
Type enum name (defined in CapFloor) | CapFloor |
type() const (defined in CapFloor) | CapFloor |
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`