CPISwap Member List

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

additionalResults() const	Instrument
additionalResults_	Instrument	mutableprotected
alwaysForward_	LazyObject	protected
alwaysForwardNotifications()	LazyObject
baseCPI() const	CPISwap	virtual
baseCPI_	CPISwap	private
calculate() const override	Instrument	protectedvirtual
calculated_	LazyObject	mutableprotected
cpiLeg() const	CPISwap	virtual
CPISwap(Type type, Real nominal, bool subtractInflationNominal, Spread spread, DayCounter floatDayCount, Schedule floatSchedule, const BusinessDayConvention &floatRoll, Natural fixingDays, ext::shared_ptr< IborIndex > floatIndex, Rate fixedRate, Real baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, const BusinessDayConvention &fixedRoll, const Period &observationLag, ext::shared_ptr< ZeroInflationIndex > fixedIndex, CPI::InterpolationType observationInterpolation=CPI::AsIndex, Real inflationNominal=Null< Real >())	CPISwap
deepUpdate() override	Swap	virtual
endDiscounts(Size j) const	Swap
endDiscounts_	Swap	protected
engine_	Instrument	protected
errorEstimate() const	Instrument
errorEstimate_	Instrument	protected
fairRate() const	CPISwap	virtual
fairRate_	CPISwap	mutableprivate
fairSpread() const	CPISwap	virtual
fairSpread_	CPISwap	mutableprivate
fetchResults(const PricingEngine::results *) const override	CPISwap	virtual
fixedDayCount() const	CPISwap	virtual
fixedDayCount_	CPISwap	private
fixedIndex() const	CPISwap	virtual
fixedIndex_	CPISwap	private
fixedLegNPV() const	CPISwap	virtual
fixedPaymentRoll() const	CPISwap	virtual
fixedPaymentRoll_	CPISwap	private
fixedRate() const	CPISwap	virtual
fixedRate_	CPISwap	private
fixedSchedule() const	CPISwap	virtual
fixedSchedule_	CPISwap	private
fixingDays() const	CPISwap	virtual
fixingDays_	CPISwap	private
floatDayCount() const	CPISwap	virtual
floatDayCount_	CPISwap	private
floatIndex() const	CPISwap	virtual
floatIndex_	CPISwap	private
floatLeg() const	CPISwap	virtual
floatLegNPV() const	CPISwap	virtual
floatPaymentRoll() const	CPISwap	virtual
floatPaymentRoll_	CPISwap	private
floatSchedule() const	CPISwap	virtual
floatSchedule_	CPISwap	private
forwardFirstNotificationOnly()	LazyObject
freeze()	LazyObject
frozen_	LazyObject	protected
inflationNominal() const	CPISwap	virtual
inflationNominal_	CPISwap	private
Instrument()	Instrument
isCalculated() const	LazyObject
isExpired() const override	Swap	virtual
QuantLib::iterator typedef	Observable	private
QuantLib::Observer::iterator typedef	Observer
LazyObject()	LazyObject
leg(Size j) const	Swap
legBPS(Size j) const	Swap
legBPS_	Swap	mutableprotected
legNPV(Size j) const	Swap
legNPV_	Swap	mutableprotected
legs() const	Swap
legs_	Swap	protected
maturityDate() const	Swap	virtual
nominal() const	CPISwap	virtual
nominal_	CPISwap	private
notifyObservers()	Observable
NPV() const	Instrument
NPV_	Instrument	mutableprotected
npvDateDiscount() const	Swap
npvDateDiscount_	Swap	mutableprotected
numberOfLegs() const	Swap
Observable()	Observable
Observable(const Observable &)	Observable
Observable(Observable &&)=delete	Observable
observables_	Observer	private
observationInterpolation() const	CPISwap	virtual
observationInterpolation_	CPISwap	private
observationLag() const	CPISwap	virtual
observationLag_	CPISwap	private
Observer()=default	Observer
QuantLib::Observer::Observer(const Observer &)	Observer
observers_	Observable	private
QuantLib::operator=(const Observable &)	Observable
QuantLib::operator=(Observable &&)=delete	Observable
QuantLib::Observer::operator=(const Observer &)	Observer
payer(Size j) const	Swap
Payer enum value	Swap
payer_	Swap	protected
performCalculations() const override	Instrument	protectedvirtual
recalculate()	LazyObject
Receiver enum value	Swap
registerObserver(Observer *)	Observable	private
registerWith(const ext::shared_ptr< Observable > &)	Observer
registerWithObservables(const ext::shared_ptr< Observer > &)	Observer
result(const std::string &tag) const	Instrument
QuantLib::set_type typedef	Observable	private
setPricingEngine(const ext::shared_ptr< PricingEngine > &)	Instrument
setupArguments(PricingEngine::arguments *args) const override	CPISwap	virtual
setupExpired() const override	CPISwap	privatevirtual
spread() const	CPISwap	virtual
spread_	CPISwap	private
startDate() const	Swap	virtual
startDiscounts(Size j) const	Swap
startDiscounts_	Swap	mutableprotected
subtractInflationNominal() const	CPISwap	virtual
subtractInflationNominal_	CPISwap	private
Swap(const Leg &firstLeg, const Leg &secondLeg)	Swap
Swap(const std::vector< Leg > &legs, const std::vector< bool > &payer)	Swap
Swap(Size legs)	Swap	protected
type() const	CPISwap	virtual
Type enum name	Swap
type_	CPISwap	private
unfreeze()	LazyObject
unregisterObserver(Observer *)	Observable	private
unregisterWith(const ext::shared_ptr< Observable > &)	Observer
unregisterWithAll()	Observer
update() override	LazyObject	virtual
updating_	LazyObject	private
valuationDate() const	Instrument
valuationDate_	Instrument	mutableprotected
~LazyObject() override=default	LazyObject
~Observable()=default	Observable	virtual
~Observer()	Observer	virtual