adjustedFixing(Rate fixing=Null< Rate >()) const | NonStandardYoYInflationCouponPricer | protectedvirtual |
capletPrice(Rate effectiveCap) const override | NonStandardYoYInflationCouponPricer | virtual |
capletRate(Rate effectiveCap) const override | NonStandardYoYInflationCouponPricer | virtual |
capletVol_ | NonStandardYoYInflationCouponPricer | protected |
capletVolatility() const | NonStandardYoYInflationCouponPricer | virtual |
coupon_ | NonStandardYoYInflationCouponPricer | protected |
discount_ | NonStandardYoYInflationCouponPricer | protected |
floorletPrice(Rate effectiveFloor) const override | NonStandardYoYInflationCouponPricer | virtual |
floorletRate(Rate effectiveFloor) const override | NonStandardYoYInflationCouponPricer | virtual |
gearing_ | NonStandardYoYInflationCouponPricer | protected |
initialize(const InflationCoupon &) override | NonStandardYoYInflationCouponPricer | virtual |
nominalTermStructure() const | NonStandardYoYInflationCouponPricer | virtual |
nominalTermStructure_ | NonStandardYoYInflationCouponPricer | protected |
NonStandardYoYInflationCouponPricer(const Handle< YieldTermStructure > &nominalTermStructure) | NonStandardYoYInflationCouponPricer | |
NonStandardYoYInflationCouponPricer(const Handle< YoYOptionletVolatilitySurface > &capletVol, const Handle< YieldTermStructure > &nominalTermStructure) | NonStandardYoYInflationCouponPricer | |
optionletPrice(Option::Type optionType, Real effStrike) const | NonStandardYoYInflationCouponPricer | protectedvirtual |
optionletPriceImp(Option::Type, Real strike, Real forward, Real stdDev) const | NonStandardYoYInflationCouponPricer | protectedvirtual |
optionletRate(Option::Type optionType, Real effStrike) const | NonStandardYoYInflationCouponPricer | protectedvirtual |
setCapletVolatility(const Handle< YoYOptionletVolatilitySurface > &capletVol) | NonStandardYoYInflationCouponPricer | virtual |
spread_ | NonStandardYoYInflationCouponPricer | protected |
swapletPrice() const override | NonStandardYoYInflationCouponPricer | virtual |
swapletRate() const override | NonStandardYoYInflationCouponPricer | virtual |