Reference manual - version qle_version
This is the complete list of members for DiscountingRiskyBondEngineMultiState, including all inherited members.
| calculate() const (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| calculateDefaultValue() const (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| calculateNpv(const Size state) const (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| QuantExt::DiscountingRiskyBondEngine::calculateNpv(const Date &npvDate, const Date &settlementDate, QuantLib::ext::optional< bool > includeSettlementDateFlows, const bool conditionalOnSurvival, const bool additionalResults) const | DiscountingRiskyBondEngine | protected |
| conditionalOnSurvival_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| defaultCurve() const (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | |
| defaultCurve_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | mutableprotected |
| defaultCurves() const (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| discountCurve() const (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| discountCurve_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| DiscountingRiskyBondEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< DefaultProbabilityTermStructure > &defaultCurve, const Handle< Quote > &recoveryRate, const Handle< Quote > &securitySpread, Period timestepPeriod, QuantLib::ext::optional< bool > includeSettlementDateFlows=QuantLib::ext::nullopt, const bool includePastCashflows=false, const Handle< YieldTermStructure > &incomeCurve={}, const bool conditionalOnSurvival=true, const bool spreadOnIncome=true, const bool treatSecuritySpreadAsCreditSpread=false) (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | |
| DiscountingRiskyBondEngine(const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &securitySpread, Period timestepPeriod, QuantLib::ext::optional< bool > includeSettlementDateFlows=QuantLib::ext::nullopt, const Handle< YieldTermStructure > &incomeCurve={}, const bool conditionalOnSurvival=true, const bool spreadOnIncome=true, const bool treatSecuritySpreadAsCreditSpread=false) | DiscountingRiskyBondEngine | |
| DiscountingRiskyBondEngineMultiState(const Handle< YieldTermStructure > &discountCurve, const std::vector< Handle< DefaultProbabilityTermStructure > > &defaultCurves, const std::vector< Handle< Quote > > &recoveryRates, const Size mainResultState, const Handle< Quote > &securitySpread, Period timestepPeriod, const QuantLib::ext::optional< bool > includeSettlementDateFlows=QuantLib::ext::nullopt) (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| forwardPrice(const QuantLib::Date &forwardNpvDate, const QuantLib::Date &settlementDate, const bool conditionalOnSurvival=true, std::vector< CashFlowResults > *const cfResults=nullptr, QuantLib::Leg *const expectedCashflows=nullptr) const override | DiscountingRiskyBondEngine | virtual |
| includePastCashflows_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| includeSettlementDateFlows_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| incomeCurve_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| recoveryContribution(const Real dfNpv, const Real spNpv, const Real effRecovery, const QuantLib::ext::shared_ptr< DefaultProbabilityTermStructure > &effCreditCurve, const bool additionalResults, const Real nominal, const QuantLib::Date &startDate, const QuantLib::Date &endDate) const (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| recoveryRate() const (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | |
| recoveryRate_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | mutableprotected |
| recoveryRates() const (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| securitySpread() const (defined in DiscountingRiskyBondEngineMultiState) | DiscountingRiskyBondEngineMultiState | |
| securitySpread_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| spreadOnIncome_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| timestepPeriod_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| treatSecuritySpreadAsCreditSpread_ (defined in DiscountingRiskyBondEngine) | DiscountingRiskyBondEngine | protected |
| ~ForwardEnabledBondEngine() (defined in ForwardEnabledBondEngine) | ForwardEnabledBondEngine | virtual |