QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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YoYInflationCollar Member List

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
atmRate(const YieldTermStructure &discountCurve) constYoYInflationCapFloorvirtual
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
Cap enum valueYoYInflationCapFloor
capRates() constYoYInflationCapFloor
capRates_YoYInflationCapFloorprivate
Collar enum valueYoYInflationCapFloor
deepUpdate()Observervirtual
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) constInstrumentvirtual
Floor enum valueYoYInflationCapFloor
floorRates() constYoYInflationCapFloor
floorRates_YoYInflationCapFloorprivate
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
impliedVolatility(Real price, const Handle< YoYInflationTermStructure > &yoyCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) constYoYInflationCapFloorvirtual
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideYoYInflationCapFloorvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
lastYoYInflationCoupon() constYoYInflationCapFloor
LazyObject()LazyObject
maturityDate() constYoYInflationCapFloor
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
optionlet(Size n) constYoYInflationCapFloor
performCalculations() const overrideInstrumentprotectedvirtual
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const overrideYoYInflationCapFloorvirtual
setupExpired() constInstrumentprotectedvirtual
startDate() constYoYInflationCapFloor
Type enum nameYoYInflationCapFloor
type() constYoYInflationCapFloor
type_YoYInflationCapFloorprivate
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
YoYInflationCapFloor(Type type, Leg yoyLeg, std::vector< Rate > capRates, std::vector< Rate > floorRates)YoYInflationCapFloor
YoYInflationCapFloor(Type type, Leg yoyLeg, const std::vector< Rate > &strikes)YoYInflationCapFloor
YoYInflationCollar(const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates)YoYInflationCollar
yoyLeg() constYoYInflationCapFloor
yoyLeg_YoYInflationCapFloorprivate
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual