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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
CPILeg
CPILeg Member List
This is the complete list of members for
CPILeg
, including all inherited members.
baseCPI_
CPILeg
private
baseDate_
CPILeg
private
caps_
CPILeg
private
CPILeg
(Schedule schedule, ext::shared_ptr< ZeroInflationIndex > index, Real baseCPI, const Period &observationLag)
CPILeg
exCouponAdjustment_
CPILeg
private
exCouponCalendar_
CPILeg
private
exCouponEndOfMonth_
CPILeg
private
exCouponPeriod_
CPILeg
private
fixedRates_
CPILeg
private
floors_
CPILeg
private
index_
CPILeg
private
notionals_
CPILeg
private
observationInterpolation_
CPILeg
private
observationLag_
CPILeg
private
operator Leg
() const
CPILeg
paymentAdjustment_
CPILeg
private
paymentCalendar_
CPILeg
private
paymentDayCounter_
CPILeg
private
schedule_
CPILeg
private
spreads_
CPILeg
private
subtractInflationNominal_
CPILeg
private
withBaseDate
(const Date &baseDate)
CPILeg
withCaps
(Rate cap)
CPILeg
withCaps
(const std::vector< Rate > &caps)
CPILeg
withExCouponPeriod
(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
CPILeg
withFixedRates
(Real fixedRate)
CPILeg
withFixedRates
(const std::vector< Real > &fixedRates)
CPILeg
withFloors
(Rate floor)
CPILeg
withFloors
(const std::vector< Rate > &floors)
CPILeg
withNotionals
(Real notional)
CPILeg
withNotionals
(const std::vector< Real > ¬ionals)
CPILeg
withObservationInterpolation
(CPI::InterpolationType)
CPILeg
withPaymentAdjustment
(BusinessDayConvention)
CPILeg
withPaymentCalendar
(const Calendar &)
CPILeg
withPaymentDayCounter
(const DayCounter &)
CPILeg
withSpreads
(Spread spread)
CPILeg
withSpreads
(const std::vector< Spread > &spreads)
CPILeg
withSubtractInflationNominal
(bool)
CPILeg
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