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Fully annotated reference manual - version 1.8.12
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CappedFlooredCPICoupon Member List

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

accept(AcyclicVisitor &v) overrideCappedFlooredCPICouponvirtual
cap_CappedFlooredCPICouponprotected
CappedFlooredCPICoupon(const ext::shared_ptr< CPICoupon > &underlying, Date startDate=Date(), Rate cap=Null< Rate >(), Rate floor=Null< Rate >())CappedFlooredCPICoupon
cpiCap_CappedFlooredCPICouponprotected
CPICoupon(Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false)CPICoupon
CPICoupon(Real baseCPI, const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false)CPICoupon
cpiFloor_CappedFlooredCPICouponprotected
floor_CappedFlooredCPICouponprotected
isCapped() constCappedFlooredCPICoupon
isCapped_CappedFlooredCPICouponprotected
isFloored() constCappedFlooredCPICoupon
isFloored_CappedFlooredCPICouponprotected
rate() const overrideCappedFlooredCPICouponvirtual
setCommon(Rate cap, Rate floor)CappedFlooredCPICouponprotectedvirtual
startDate_CappedFlooredCPICouponprotected
subtractInflationNominal_CPICouponprotected
subtractInflationNotional()CPICoupon
underlying() constCappedFlooredCPICoupon
underlying_CappedFlooredCPICouponprotected
update() overrideCappedFlooredCPICoupon