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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for DigitalIborCoupon, including all inherited members.
| accept(AcyclicVisitor &) override | DigitalIborCoupon | virtual |
| accrualDays() const | Coupon | |
| accrualEndDate() const | Coupon | |
| accrualEndDate_ | Coupon | protected |
| accrualPeriod() const | Coupon | |
| accrualPeriod_ | Coupon | mutableprotected |
| accrualStartDate() const | Coupon | |
| accrualStartDate_ | Coupon | protected |
| accruedAmount(const Date &) const override | FloatingRateCoupon | virtual |
| accruedDays(const Date &) const | Coupon | |
| accruedPeriod(const Date &) const | Coupon | |
| adjustedFixing() const | FloatingRateCoupon | virtual |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| amount() const override | FloatingRateCoupon | virtual |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| callCsi_ | DigitalCoupon | protected |
| callDigitalPayoff() const | DigitalCoupon | |
| callDigitalPayoff_ | DigitalCoupon | protected |
| callLeftEps_ | DigitalCoupon | protected |
| callOptionRate() const | DigitalCoupon | |
| callPayoff() const | DigitalCoupon | private |
| callRightEps_ | DigitalCoupon | protected |
| callStrike() const | DigitalCoupon | |
| callStrike_ | DigitalCoupon | protected |
| convexityAdjustment() const override | DigitalCoupon | virtual |
| convexityAdjustmentImpl(Rate fixing) const | FloatingRateCoupon | protected |
| Coupon(const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | Coupon | |
| date() const override | Coupon | virtual |
| dayCounter() const override | FloatingRateCoupon | virtual |
| dayCounter_ | FloatingRateCoupon | protected |
| deepUpdate() override | DigitalCoupon | virtual |
| DigitalCoupon(const ext::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), ext::shared_ptr< DigitalReplication > replication={}, bool nakedOption=false) | DigitalCoupon | |
| DigitalIborCoupon(const ext::shared_ptr< IborCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const ext::shared_ptr< DigitalReplication > &replication={}, bool nakedOption=false) | DigitalIborCoupon | |
| exCouponDate() const override | Coupon | virtual |
| exCouponDate_ | Coupon | protected |
| fixingDate() const | FloatingRateCoupon | virtual |
| fixingDays() const | FloatingRateCoupon | |
| fixingDays_ | FloatingRateCoupon | protected |
| FloatingRateCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), DayCounter dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) | FloatingRateCoupon | |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| gearing() const | FloatingRateCoupon | |
| gearing_ | FloatingRateCoupon | protected |
| hasCall() const | DigitalCoupon | |
| hasCallStrike_ | DigitalCoupon | protected |
| hasCollar() const | DigitalCoupon | |
| hasOccurred(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override | CashFlow | virtual |
| hasPut() const | DigitalCoupon | |
| hasPutStrike_ | DigitalCoupon | protected |
| index() const | FloatingRateCoupon | |
| index_ | FloatingRateCoupon | protected |
| indexFixing() const | FloatingRateCoupon | virtual |
| isCalculated() const | LazyObject | |
| isCallATMIncluded_ | DigitalCoupon | protected |
| isCallCashOrNothing_ | DigitalCoupon | protected |
| isInArrears() const | FloatingRateCoupon | |
| isInArrears_ | FloatingRateCoupon | protected |
| isLongCall() const | DigitalCoupon | |
| isLongPut() const | DigitalCoupon | |
| isPutATMIncluded_ | DigitalCoupon | protected |
| isPutCashOrNothing_ | DigitalCoupon | protected |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::LazyObject::QuantLib::Observer::iterator typedef | Observer | |
| LazyObject() | LazyObject | |
| nakedOption_ | DigitalCoupon | protected |
| nominal() const | Coupon | virtual |
| nominal_ | Coupon | protected |
| notifyObservers() | Observable | |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| Observer()=default | Observer | |
| QuantLib::Observer::Observer(const Observer &) | Observer | |
| observers_ | Observable | private |
| QuantLib::operator=(const Observable &) | Observable | |
| QuantLib::operator=(Observable &&)=delete | Observable | |
| QuantLib::LazyObject::QuantLib::Observer::operator=(const Observer &) | Observer | |
| paymentDate_ | Coupon | protected |
| performCalculations() const override | DigitalCoupon | virtual |
| price(const Handle< YieldTermStructure > &discountingCurve) const | FloatingRateCoupon | |
| pricer() const | FloatingRateCoupon | |
| pricer_ | FloatingRateCoupon | protected |
| putCsi_ | DigitalCoupon | protected |
| putDigitalPayoff() const | DigitalCoupon | |
| putDigitalPayoff_ | DigitalCoupon | protected |
| putLeftEps_ | DigitalCoupon | protected |
| putOptionRate() const | DigitalCoupon | |
| putPayoff() const | DigitalCoupon | private |
| putRightEps_ | DigitalCoupon | protected |
| putStrike() const | DigitalCoupon | |
| putStrike_ | DigitalCoupon | protected |
| rate() const override | DigitalCoupon | virtual |
| rate_ | FloatingRateCoupon | mutableprotected |
| recalculate() | LazyObject | |
| referencePeriodEnd() const | Coupon | |
| referencePeriodStart() const | Coupon | |
| refPeriodEnd_ | Coupon | protected |
| refPeriodStart_ | Coupon | protected |
| registerObserver(Observer *) | Observable | private |
| registerWith(const ext::shared_ptr< Observable > &) | Observer | |
| registerWithObservables(const ext::shared_ptr< Observer > &) | Observer | |
| replicationType_ | DigitalCoupon | protected |
| set_type typedef | Observable | private |
| setPricer(const ext::shared_ptr< FloatingRateCouponPricer > &pricer) override | DigitalCoupon | virtual |
| spread() const | FloatingRateCoupon | |
| spread_ | FloatingRateCoupon | protected |
| tradingExCoupon(const Date &refDate=Date()) const | CashFlow | |
| underlying() const | DigitalCoupon | |
| underlying_ | DigitalCoupon | protected |
| unfreeze() | LazyObject | |
| unregisterObserver(Observer *) | Observable | private |
| unregisterWith(const ext::shared_ptr< Observable > &) | Observer | |
| unregisterWithAll() | Observer | |
| update() override | LazyObject | virtual |
| updating_ | LazyObject | private |
| ~CashFlow() override=default | CashFlow | |
| ~Event() override=default | Event | |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |