DigitalCoupon Member List

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

accept(AcyclicVisitor &) override	DigitalCoupon	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
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