QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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CappedFlooredCmsCoupon Member List

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

accept(AcyclicVisitor &v) overrideCappedFlooredCmsCouponvirtual
accrualDays() constCoupon
accrualEndDate() constCoupon
accrualEndDate_Couponprotected
accrualPeriod() constCoupon
accrualPeriod_Couponmutableprotected
accrualStartDate() constCoupon
accrualStartDate_Couponprotected
accruedAmount(const Date &) const overrideFloatingRateCouponvirtual
accruedDays(const Date &) constCoupon
accruedPeriod(const Date &) constCoupon
adjustedFixing() constFloatingRateCouponvirtual
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
amount() const overrideFloatingRateCouponvirtual
calculate() constLazyObjectprotectedvirtual
calculated_LazyObjectmutableprotected
cap() constCappedFlooredCoupon
cap_CappedFlooredCouponprotected
CappedFlooredCmsCoupon(const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< SwapIndex > &index, Real gearing=1.0, Spread spread=0.0, const Rate cap=Null< Rate >(), const Rate floor=Null< Rate >(), const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date())CappedFlooredCmsCoupon
CappedFlooredCoupon(const ext::shared_ptr< FloatingRateCoupon > &underlying, Rate cap=Null< Rate >(), Rate floor=Null< Rate >())CappedFlooredCoupon
convexityAdjustment() const overrideCappedFlooredCouponvirtual
convexityAdjustmentImpl(Rate fixing) constFloatingRateCouponprotected
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 overrideCouponvirtual
dayCounter() const overrideFloatingRateCouponvirtual
dayCounter_FloatingRateCouponprotected
deepUpdate() overrideCappedFlooredCouponvirtual
effectiveCap() constCappedFlooredCoupon
effectiveFloor() constCappedFlooredCoupon
exCouponDate() const overrideCouponvirtual
exCouponDate_Couponprotected
fixingDate() constFloatingRateCouponvirtual
fixingDays() constFloatingRateCoupon
fixingDays_FloatingRateCouponprotected
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
floor() constCappedFlooredCoupon
floor_CappedFlooredCouponprotected
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
gearing() constFloatingRateCoupon
gearing_FloatingRateCouponprotected
hasOccurred(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const overrideCashFlowvirtual
index() constFloatingRateCoupon
index_FloatingRateCouponprotected
indexFixing() constFloatingRateCouponvirtual
isCalculated() constLazyObject
isCapped() constCappedFlooredCoupon
isCapped_CappedFlooredCouponprotected
isFloored() constCappedFlooredCoupon
isFloored_CappedFlooredCouponprotected
isInArrears() constFloatingRateCoupon
isInArrears_FloatingRateCouponprotected
QuantLib::iterator typedefObservableprivate
QuantLib::LazyObject::QuantLib::Observer::iterator typedefObserver
LazyObject()LazyObject
nominal() constCouponvirtual
nominal_Couponprotected
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::LazyObject::QuantLib::Observer::operator=(const Observer &)Observer
paymentDate_Couponprotected
performCalculations() const overrideCappedFlooredCouponvirtual
price(const Handle< YieldTermStructure > &discountingCurve) constFloatingRateCoupon
pricer() constFloatingRateCoupon
pricer_FloatingRateCouponprotected
rate() const overrideCappedFlooredCouponvirtual
rate_FloatingRateCouponmutableprotected
recalculate()LazyObject
referencePeriodEnd() constCoupon
referencePeriodStart() constCoupon
refPeriodEnd_Couponprotected
refPeriodStart_Couponprotected
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
set_type typedefObservableprivate
setPricer(const ext::shared_ptr< FloatingRateCouponPricer > &pricer) overrideCappedFlooredCouponvirtual
spread() constFloatingRateCoupon
spread_FloatingRateCouponprotected
tradingExCoupon(const Date &refDate=Date()) constCashFlow
underlying()CappedFlooredCoupon
underlying_CappedFlooredCouponprotected
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
~CashFlow() override=defaultCashFlow
~Event() override=defaultEvent
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual
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