This is the complete list of members for CdsOptionHelper, including all inherited members.
addTimesTo(std::list< Time > ×) const override (defined in CdsOptionHelper) | CdsOptionHelper | virtual |
blackPrice(Volatility volatility) const override (defined in CdsOptionHelper) | CdsOptionHelper | virtual |
CdsOptionHelper(const Date &exerciseDate, const Handle< Quote > &volatility, const Protection::Side side, const Schedule &schedule, const BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const Handle< DefaultProbabilityTermStructure > &probability, const Real recoveryRate, const Handle< YieldTermStructure > &termStructure, const Rate spread=Null< Rate >(), const Rate upfront=Null< Rate >(), const bool settlesAccrual=true, const CreditDefaultSwap::ProtectionPaymentTime proteectionPaymentTime=CreditDefaultSwap::ProtectionPaymentTime::atDefault, const Date protectionStart=Date(), const Date upfrontDate=Date(), const boost::shared_ptr< Claim > &claim=boost::shared_ptr< Claim >(), const BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError) (defined in CdsOptionHelper) | CdsOptionHelper | |
modelValue() const override (defined in CdsOptionHelper) | CdsOptionHelper | virtual |
option() const (defined in CdsOptionHelper) | CdsOptionHelper | |
underlying() const (defined in CdsOptionHelper) | CdsOptionHelper |