QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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QuantLib
MakeYoYInflationCapFloor
MakeYoYInflationCapFloor Member List
This is the complete list of members for
MakeYoYInflationCapFloor
, including all inherited members.
asOptionlet
(bool b=true)
MakeYoYInflationCapFloor
asOptionlet_
MakeYoYInflationCapFloor
private
calendar_
MakeYoYInflationCapFloor
private
capFloorType_
MakeYoYInflationCapFloor
private
dayCounter_
MakeYoYInflationCapFloor
private
effectiveDate_
MakeYoYInflationCapFloor
private
engine_
MakeYoYInflationCapFloor
private
firstCapletExcluded_
MakeYoYInflationCapFloor
private
fixingDays_
MakeYoYInflationCapFloor
private
forwardStart_
MakeYoYInflationCapFloor
private
index_
MakeYoYInflationCapFloor
private
length_
MakeYoYInflationCapFloor
private
MakeYoYInflationCapFloor
(YoYInflationCapFloor::Type capFloorType, ext::shared_ptr< YoYInflationIndex > index, const Size &length, Calendar cal, const Period &observationLag)
MakeYoYInflationCapFloor
nominal_
MakeYoYInflationCapFloor
private
nominalTermStructure_
MakeYoYInflationCapFloor
private
observationLag_
MakeYoYInflationCapFloor
private
operator ext::shared_ptr< YoYInflationCapFloor >
() const
MakeYoYInflationCapFloor
operator YoYInflationCapFloor
() const
MakeYoYInflationCapFloor
roll_
MakeYoYInflationCapFloor
private
strike_
MakeYoYInflationCapFloor
private
withAtmStrike
(const Handle< YieldTermStructure > &nominalTermStructure)
MakeYoYInflationCapFloor
withEffectiveDate
(const Date &effectiveDate)
MakeYoYInflationCapFloor
withFirstCapletExcluded
()
MakeYoYInflationCapFloor
withFixingDays
(Natural fixingDays)
MakeYoYInflationCapFloor
withForwardStart
(Period forwardStart)
MakeYoYInflationCapFloor
withNominal
(Real n)
MakeYoYInflationCapFloor
withPaymentAdjustment
(BusinessDayConvention)
MakeYoYInflationCapFloor
withPaymentDayCounter
(const DayCounter &)
MakeYoYInflationCapFloor
withPricingEngine
(const ext::shared_ptr< PricingEngine > &engine)
MakeYoYInflationCapFloor
withStrike
(Rate strike)
MakeYoYInflationCapFloor
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