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

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

additionalResults() constInstrument
additionalResults_ (defined in Instrument)Instrumentmutableprotected
adjustInfObsDates_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
adjustObservationDates() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
alwaysForward_ (defined in LazyObject)LazyObjectmutableprotected
alwaysForwardNotifications()LazyObject
baseDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
calculate() constInstrumentprotectedvirtual
calculated_ (defined in LazyObject)LazyObjectmutableprotected
dayCounter() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
dayCounter_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
deepUpdate()Observervirtual
endDiscounts(Size j) const (defined in Swap)Swap
endDiscounts_ (defined in Swap)Swapmutableprotected
engine_ (defined in Instrument)Instrumentprotected
errorEstimate() constInstrument
errorEstimate_ (defined in Instrument)Instrumentmutableprotected
fairRate() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
fetchResults(const PricingEngine::results *r) constZeroCouponInflationSwapvirtual
fixCalendar_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
fixConvention_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
fixedCalendar() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
fixedConvention() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
fixedLeg() constZeroCouponInflationSwap
fixedLegNPV() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
fixedRate() constZeroCouponInflationSwap
fixedRate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
freeze()LazyObject
frozen_ (defined in LazyObject)LazyObjectmutableprotected
infCalendar_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
infConvention_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
infIndex_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
inflationCalendar() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
inflationConvention() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
inflationIndex() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
inflationLeg() constZeroCouponInflationSwap
inflationLegNPV() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
Instrument() (defined in Instrument)Instrument
isExpired() constSwapvirtual
iterator typedef (defined in Observer)Observer
LazyObject() (defined in LazyObject)LazyObject
leg(Size j) const (defined in Swap)Swap
legBPS(Size j) const (defined in Swap)Swap
legBPS_ (defined in Swap)Swapmutableprotected
legNPV(Size j) const (defined in Swap)Swap
legNPV_ (defined in Swap)Swapmutableprotected
legs_ (defined in Swap)Swapprotected
maturityDate() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
maturityDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
nominal() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
nominal_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
notifyObservers()Observable
NPV() constInstrument
NPV_ (defined in Instrument)Instrumentmutableprotected
npvDateDiscount() const (defined in Swap)Swap
npvDateDiscount_ (defined in Swap)Swapmutableprotected
obsDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
observationLag_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
Observer() (defined in Observer)Observer
Observer(const Observer &) (defined in Observer)Observer
QuantLib::operator=(const Observable &)Observable
operator=(const Observer &) (defined in Observer)Observer
Payer enum value (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
payer_ (defined in Swap)Swapprotected
performCalculations() constInstrumentprotectedvirtual
recalculate()LazyObject
Receiver enum value (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
registerWithObservables(const boost::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
set_type typedef (defined in Observer)Observer
setPricingEngine(const boost::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) constZeroCouponInflationSwapvirtual
setupExpired() constSwapprotectedvirtual
startDate() const (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
startDate_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
startDiscounts(Size j) const (defined in Swap)Swap
startDiscounts_ (defined in Swap)Swapmutableprotected
Swap(const Leg &firstLeg, const Leg &secondLeg)Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)Swap
Swap(Size legs)Swapprotected
type() constZeroCouponInflationSwap
Type enum name (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
type_ (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwapprotected
unfreeze()LazyObject
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer)Observer
unregisterWithAll() (defined in Observer)Observer
update()LazyObjectvirtual
valuationDate() constInstrument
valuationDate_ (defined in Instrument)Instrumentmutableprotected
ZeroCouponInflationSwap(Type type, Real nominal, const Date &startDate, const Date &maturity, const Calendar &fixCalendar, BusinessDayConvention fixConvention, const DayCounter &dayCounter, Rate fixedRate, const boost::shared_ptr< ZeroInflationIndex > &infIndex, const Period &observationLag, bool adjustInfObsDates=false, Calendar infCalendar=Calendar(), BusinessDayConvention infConvention=BusinessDayConvention()) (defined in ZeroCouponInflationSwap)ZeroCouponInflationSwap
~LazyObject() (defined in LazyObject)LazyObjectvirtual
~Observable() (defined in Observable)Observablevirtual
~Observer() (defined in Observer)Observervirtual