accept(AcyclicVisitor &) override | NonStandardYoYInflationCoupon | virtual |
addInflationNotional() const | NonStandardYoYInflationCoupon | |
addInflationNotional_ | NonStandardYoYInflationCoupon | protected |
adjustedFixing() const | NonStandardYoYInflationCoupon | |
checkPricerImpl(const ext::shared_ptr< InflationCouponPricer > &) const override | NonStandardYoYInflationCoupon | protected |
cpiIndex() const | NonStandardYoYInflationCoupon | virtual |
fixingDate() const override | NonStandardYoYInflationCoupon | virtual |
fixingDateDenumerator() const | NonStandardYoYInflationCoupon | virtual |
fixingDateDenumerator_ | NonStandardYoYInflationCoupon | protected |
fixingDateNumerator() const | NonStandardYoYInflationCoupon | virtual |
fixingDateNumerator_ | NonStandardYoYInflationCoupon | protected |
gearing() const | NonStandardYoYInflationCoupon | |
gearing_ | NonStandardYoYInflationCoupon | protected |
indexFixing() const override | NonStandardYoYInflationCoupon | virtual |
interpolationType() const | NonStandardYoYInflationCoupon | |
interpolationType_ | NonStandardYoYInflationCoupon | protected |
isInterpolated() const | NonStandardYoYInflationCoupon | |
NonStandardYoYInflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), bool addInflationNotional=false, QuantLib::CPI::InterpolationType interpolation=QuantLib::CPI::InterpolationType::Flat) | NonStandardYoYInflationCoupon | |
rate() const override | NonStandardYoYInflationCoupon | virtual |
setFixingDates(const Date &denumatorDate, const Date &numeratorDate, const Period &observationLag) | NonStandardYoYInflationCoupon | private |
spread() const | NonStandardYoYInflationCoupon | |
spread_ | NonStandardYoYInflationCoupon | protected |