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QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for CPICoupon, including all inherited members.
| accept(AcyclicVisitor &) override | CPICoupon | 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 | CPICoupon | virtual |
| accruedDays(const Date &) const | Coupon | |
| accruedPeriod(const Date &) const | Coupon | |
| adjustedIndexGrowth() const | CPICoupon | |
| alwaysForward_ | LazyObject | protected |
| alwaysForwardNotifications() | LazyObject | |
| amount() const override | InflationCoupon | virtual |
| baseCPI() const | CPICoupon | |
| baseCPI_ | CPICoupon | protected |
| baseDate() const | CPICoupon | |
| baseDate_ | CPICoupon | protected |
| calculate() const | LazyObject | protectedvirtual |
| calculated_ | LazyObject | mutableprotected |
| checkPricerImpl(const ext::shared_ptr< InflationCouponPricer > &) const override | CPICoupon | protectedvirtual |
| 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 | |
| CPICoupon(Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | CPICoupon | |
| CPICoupon(const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | CPICoupon | |
| CPICoupon(Real baseCPI, const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | CPICoupon | |
| CPICoupon(Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | CPICoupon | |
| CPICoupon(const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | CPICoupon | |
| CPICoupon(Real baseCPI, const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | CPICoupon | |
| cpiIndex() const | CPICoupon | |
| date() const override | Coupon | virtual |
| dayCounter() const override | InflationCoupon | virtual |
| dayCounter_ | InflationCoupon | protected |
| deepUpdate() | Observer | virtual |
| exCouponDate() const override | Coupon | virtual |
| exCouponDate_ | Coupon | protected |
| fixedRate() const | CPICoupon | |
| fixedRate_ | CPICoupon | protected |
| fixingDate() const | InflationCoupon | virtual |
| fixingDays() const | InflationCoupon | |
| fixingDays_ | InflationCoupon | protected |
| forwardFirstNotificationOnly() | LazyObject | |
| freeze() | LazyObject | |
| frozen_ | LazyObject | protected |
| hasOccurred(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override | CashFlow | virtual |
| index() const | InflationCoupon | |
| index_ | InflationCoupon | protected |
| indexFixing() const override | CPICoupon | virtual |
| indexRatio(Date d) const | CPICoupon | |
| InflationCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, ext::shared_ptr< InflationIndex > index, const Period &observationLag, DayCounter dayCounter, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | InflationCoupon | |
| isCalculated() const | LazyObject | |
| QuantLib::iterator typedef | Observable | private |
| QuantLib::LazyObject::QuantLib::Observer::iterator typedef | Observer | |
| LazyObject() | LazyObject | |
| nominal() const | Coupon | virtual |
| nominal_ | Coupon | protected |
| notifyObservers() | Observable | |
| Observable() | Observable | |
| Observable(const Observable &) | Observable | |
| Observable(Observable &&)=delete | Observable | |
| observables_ | Observer | private |
| observationInterpolation() const | CPICoupon | |
| observationInterpolation_ | CPICoupon | protected |
| observationLag() const | InflationCoupon | |
| observationLag_ | InflationCoupon | protected |
| 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 | InflationCoupon | virtual |
| price(const Handle< YieldTermStructure > &discountingCurve) const | InflationCoupon | |
| pricer() const | InflationCoupon | |
| pricer_ | InflationCoupon | protected |
| rate() const override | InflationCoupon | virtual |
| rate_ | InflationCoupon | 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 | |
| set_type typedef | Observable | private |
| setPricer(const ext::shared_ptr< InflationCouponPricer > &) | InflationCoupon | |
| spread() const | CPICoupon | |
| spread_ | CPICoupon | protected |
| tradingExCoupon(const Date &refDate=Date()) const | CashFlow | |
| 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 | |
| ~CPICoupon() override=default | CPICoupon | |
| ~Event() override=default | Event | |
| ~LazyObject() override=default | LazyObject | |
| ~Observable()=default | Observable | virtual |
| ~Observer() | Observer | virtual |