QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
CappedFlooredYoYInflationCoupon Member List

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

accept(AcyclicVisitor &v) (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponvirtual
accrualDays() const Coupon
accrualEndDate() const Coupon
accrualEndDate_ (defined in Coupon)Couponprotected
accrualPeriod() const Coupon
accrualPeriod_ (defined in Coupon)Couponmutableprotected
accrualStartDate() const Coupon
accrualStartDate_ (defined in Coupon)Couponprotected
accruedAmount(const Date &) const InflationCouponvirtual
accruedDays(const Date &) const Coupon
accruedPeriod(const Date &) const Coupon
adjustedFixing() const (defined in YoYInflationCoupon)YoYInflationCoupon
amount() const InflationCouponvirtual
cap() const CappedFlooredYoYInflationCoupon
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 > &) const YoYInflationCouponprotectedvirtual
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() const Couponvirtual
dayCounter() const InflationCouponvirtual
dayCounter_ (defined in InflationCoupon)InflationCouponprotected
effectiveCap() const CappedFlooredYoYInflationCoupon
effectiveFloor() const CappedFlooredYoYInflationCoupon
exCouponDate() const Couponvirtual
exCouponDate_ (defined in Coupon)Couponprotected
fixingDate() const InflationCouponvirtual
fixingDays() const InflationCoupon
fixingDays_ (defined in InflationCoupon)InflationCouponprotected
floor() const CappedFlooredYoYInflationCoupon
floor_ (defined in CappedFlooredYoYInflationCoupon)CappedFlooredYoYInflationCouponprotected
gearing() const YoYInflationCoupon
gearing_ (defined in YoYInflationCoupon)YoYInflationCouponprotected
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const CashFlowvirtual
index() const InflationCoupon
index_ (defined in InflationCoupon)InflationCouponprotected
indexFixing() const InflationCouponvirtual
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)Coupon
nominal_ (defined in Coupon)Couponprotected
notifyObservers()Observable
Observable() (defined in Observable)Observable
Observable(const Observable &) (defined in Observable)Observable
observationLag() const InflationCoupon
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() const CappedFlooredYoYInflationCouponvirtual
referencePeriodEnd() const Coupon
referencePeriodStart() const Coupon
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() const YoYInflationCoupon
spread_ (defined in YoYInflationCoupon)YoYInflationCouponprotected
tradingExCoupon(const Date &refDate=Date()) const CashFlow
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