QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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CPICapFloor Member List

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

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
baseCPI_CPICapFloorprotected
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
CPICapFloor(Option::Type type, Real nominal, const Date &startDate, Real baseCPI, const Date &maturity, Calendar fixCalendar, BusinessDayConvention fixConvention, Calendar payCalendar, BusinessDayConvention payConvention, Rate strike, const ext::shared_ptr< ZeroInflationIndex > &inflationIndex, const Period &observationLag, CPI::InterpolationType observationInterpolation=CPI::AsIndex)CPICapFloor
deepUpdate()Observervirtual
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) constInstrumentvirtual
fixCalendar_CPICapFloorprotected
fixConvention_CPICapFloorprotected
fixDate_CPICapFloorprotected
fixingDate() constCPICapFloor
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
index() constCPICapFloor
index_CPICapFloorprotected
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideCPICapFloorvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
maturity_CPICapFloorprotected
nominal() constCPICapFloor
nominal_CPICapFloorprotected
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
observationInterpolation_CPICapFloorprotected
observationLag() constCPICapFloor
observationLag_CPICapFloorprotected
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
payCalendar_CPICapFloorprotected
payConvention_CPICapFloorprotected
payDate() constCPICapFloor
payDate_CPICapFloorprotected
performCalculations() const overrideInstrumentprotectedvirtual
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const overrideCPICapFloorvirtual
setupExpired() constInstrumentprotectedvirtual
startDate_CPICapFloorprotected
strike() constCPICapFloor
strike_CPICapFloorprotected
type() constCPICapFloor
type_CPICapFloorprotected
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual