Reference manual - version qle_version
This is the complete list of members for CdsOption, including all inherited members.
| atmRate() const (defined in CdsOption) | CdsOption | |
| CdsOption(const QuantLib::ext::shared_ptr< CreditDefaultSwap > &swap, const QuantLib::ext::shared_ptr< Exercise > &exercise, bool knocksOut=true, const Real strike=Null< Real >(), const StrikeType strikeType=StrikeType::Spread) (defined in CdsOption) | CdsOption | |
| impliedVolatility(Real price, const Handle< QuantLib::YieldTermStructure > &termStructure, const Handle< DefaultProbabilityTermStructure > &, Real recoveryRate, Real accuracy=1.e-4, Size maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) const (defined in CdsOption) | CdsOption | |
| isExpired() const override (defined in CdsOption) | CdsOption | |
| Price enum value (defined in CdsOption) | CdsOption | |
| riskyAnnuity() const (defined in CdsOption) | CdsOption | |
| setupArguments(PricingEngine::arguments *) const override (defined in CdsOption) | CdsOption | |
| Spread enum value (defined in CdsOption) | CdsOption | |
| StrikeType enum name (defined in CdsOption) | CdsOption | |
| underlyingSwap() const (defined in CdsOption) | CdsOption |