QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
CappedFlooredYoYInflationCoupon Member List

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

accept(AcyclicVisitor &v) (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponvirtual
accrualDays() constCoupon
accrualEndDate() constCoupon
accrualEndDate_ (defined in Coupon)Couponprotected
accrualPeriod() constCoupon
accrualPeriod_ (defined in Coupon)Couponmutableprotected
accrualStartDate() constCoupon
accrualStartDate_ (defined in Coupon)Couponprotected
accruedAmount(const Date &) constInflationCouponvirtual
accruedDays(const Date &) constCoupon
accruedPeriod(const Date &) constCoupon
adjustedFixing() const (defined in YoYInflationCoupon)YoYInflationCoupon
amount() constInflationCouponvirtual
cap() constCappedFlooredYoYInflationCoupon
cap_ (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponprotected
CappedFlooredYoYInflationCoupon(const boost::shared_ptr< YoYInflationCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCoupon
CappedFlooredYoYInflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Rate cap=Null< Rate >(), const Rate floor=Null< Rate >(), const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCoupon
checkPricerImpl(const boost::shared_ptr< InflationCouponPricer > &) constYoYInflationCouponprotectedvirtual
Coupon(const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())Coupon
date() constCouponvirtual
dayCounter() constInflationCouponvirtual
dayCounter_ (defined in InflationCoupon)InflationCouponprotected
deepUpdate()Observervirtual
effectiveCap() constCappedFlooredYoYInflationCoupon
effectiveFloor() constCappedFlooredYoYInflationCoupon
exCouponDate() constCouponvirtual
exCouponDate_ (defined in Coupon)Couponprotected
fixingDate() constInflationCouponvirtual
fixingDays() constInflationCoupon
fixingDays_ (defined in InflationCoupon)InflationCouponprotected
floor() constCappedFlooredYoYInflationCoupon
floor_ (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponprotected
gearing() constYoYInflationCoupon
gearing_ (defined in YoYInflationCoupon)YoYInflationCouponprotected
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) constCashFlowvirtual
index() constInflationCoupon
index_ (defined in InflationCoupon)InflationCouponprotected
indexFixing() constInflationCouponvirtual
InflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< InflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) (defined in InflationCoupon)InflationCoupon
isCapped() const (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCoupon
isCapped_ (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponprotected
isFloored() const (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCoupon
isFloored_ (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponprotected
iterator typedef (defined in Observer)Observer
nominal() const (defined in Coupon)Couponvirtual
nominal_ (defined in Coupon)Couponprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() constInflationCoupon
observationLag_ (defined in InflationCoupon)InflationCouponprotected
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
paymentDate_ (defined in Coupon)Couponprotected
price(const Handle< YieldTermStructure > &discountingCurve) const (defined in InflationCoupon)InflationCoupon
pricer() const (defined in InflationCoupon)InflationCoupon
pricer_ (defined in InflationCoupon)InflationCouponprotected
rate() constCappedFlooredYoYInflationCouponvirtual
referencePeriodEnd() constCoupon
referencePeriodStart() constCoupon
refPeriodEnd_ (defined in Coupon)Couponprotected
refPeriodStart_ (defined in Coupon)Couponprotected
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
set_type typedef (defined in Observer)Observer
setCommon(Rate cap, Rate floor) (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponprotectedvirtual
setPricer(const boost::shared_ptr< YoYInflationCouponPricer > &) (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCoupon
setPricer(const boost::shared_ptr< InflationCouponPricer > &) (defined in InflationCoupon)InflationCoupon
spread() constYoYInflationCoupon
spread_ (defined in YoYInflationCoupon)YoYInflationCouponprotected
tradingExCoupon(const Date &refDate=Date()) constCashFlow
underlying_ (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponprotected
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()CappedFlooredYoYInflationCouponvirtual
yoyIndex() const (defined in YoYInflationCoupon)YoYInflationCoupon
YoYInflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) (defined in YoYInflationCoupon)YoYInflationCoupon
~CashFlow() (defined in CashFlow)CashFlowvirtual
~Event() (defined in Event)Eventvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual