Fully annotated reference manual - version 1.8.12
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CPILeg
CPILeg Member List
This is the complete list of members for
CPILeg
, including all inherited members.
baseCPI_
CPILeg
private
baseDate_
CPILeg
private
caps_
CPILeg
private
CPILeg
(const Schedule &schedule, const ext::shared_ptr< ZeroInflationIndex > &index, const Handle< YieldTermStructure > &rateCurve, const Real baseCPI, const Period &observationLag)
CPILeg
exCouponAdjustment_
CPILeg
private
exCouponCalendar_
CPILeg
private
exCouponEndOfMonth_
CPILeg
private
exCouponPeriod_
CPILeg
private
finalFlowCap_
CPILeg
private
finalFlowFloor_
CPILeg
private
fixedRates_
CPILeg
private
fixingDays_
CPILeg
private
floors_
CPILeg
private
index_
CPILeg
private
notionals_
CPILeg
private
observationInterpolation_
CPILeg
private
observationLag_
CPILeg
private
operator Leg
() const
CPILeg
paymentAdjustment_
CPILeg
private
paymentCalendar_
CPILeg
private
paymentDayCounter_
CPILeg
private
paymentLag_
CPILeg
private
rateCurve_
CPILeg
private
schedule_
CPILeg
private
startDate_
CPILeg
private
subtractInflationNominal_
CPILeg
private
subtractInflationNominalAllCoupons_
CPILeg
private
withBaseDate
(const Date &baseDate)
CPILeg
withCaps
(Rate cap)
CPILeg
withCaps
(const std::vector< Rate > &caps)
CPILeg
withExCouponPeriod
(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
CPILeg
withFinalFlowCap
(Rate cap)
CPILeg
withFinalFlowFloor
(Rate floor)
CPILeg
withFixedRates
(Real fixedRate)
CPILeg
withFixedRates
(const std::vector< Real > &fixedRates)
CPILeg
withFixingDays
(Natural fixingDays)
CPILeg
withFixingDays
(const std::vector< Natural > &fixingDays)
CPILeg
withFloors
(Rate floor)
CPILeg
withFloors
(const std::vector< Rate > &floors)
CPILeg
withNotionals
(Real notional)
CPILeg
withNotionals
(const std::vector< Real > ¬ionals)
CPILeg
withObservationInterpolation
(CPI::InterpolationType)
CPILeg
withObservationLag
(const Period &observationLag)
CPILeg
withPaymentAdjustment
(BusinessDayConvention)
CPILeg
withPaymentCalendar
(const Calendar &)
CPILeg
withPaymentDayCounter
(const DayCounter &)
CPILeg
withPaymentLag
(Natural lag)
CPILeg
withStartDate
(const Date &startDate)
CPILeg
withSubtractInflationNominal
(bool)
CPILeg
withSubtractInflationNominalAllCoupons
(bool subtractInflationNominalAllCoupons)
CPILeg
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