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Fully annotated reference manual - version 1.8.12
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CPILeg Member List

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

baseCPI_CPILegprivate
baseDate_CPILegprivate
caps_CPILegprivate
CPILeg(const Schedule &schedule, const ext::shared_ptr< ZeroInflationIndex > &index, const Handle< YieldTermStructure > &rateCurve, const Real baseCPI, const Period &observationLag)CPILeg
exCouponAdjustment_CPILegprivate
exCouponCalendar_CPILegprivate
exCouponEndOfMonth_CPILegprivate
exCouponPeriod_CPILegprivate
finalFlowCap_CPILegprivate
finalFlowFloor_CPILegprivate
fixedRates_CPILegprivate
fixingDays_CPILegprivate
floors_CPILegprivate
index_CPILegprivate
notionals_CPILegprivate
observationInterpolation_CPILegprivate
observationLag_CPILegprivate
operator Leg() constCPILeg
paymentAdjustment_CPILegprivate
paymentCalendar_CPILegprivate
paymentDayCounter_CPILegprivate
paymentLag_CPILegprivate
rateCurve_CPILegprivate
schedule_CPILegprivate
startDate_CPILegprivate
subtractInflationNominal_CPILegprivate
subtractInflationNominalAllCoupons_CPILegprivate
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 > &notionals)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